-23.7%
FPS vs WCC
+9.7%
-33.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +1.9% |
| 7D | +13.6% | +9.9% | +3.6% | +2.1% |
| 30D | -32.4% | -8.4% | -23.9% | -21.9% |
| 3M | -41.1% | -10.3% | -30.8% | -30.2% |
| 6M | -51.4% | -10.5% | -40.9% | -42.0% |
| All | -23.7% | +9.7% | -33.5% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling