+131.4%
WCC vs FDS
-27.1%
+158.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.5% | +7.4% | +4.0% |
| 7D | +4.5% | -1.9% | +6.4% | +4.6% |
| 30D | -5.8% | +9.0% | -14.8% | -6.3% |
| 3M | -3.7% | +18.9% | -22.5% | -4.9% |
| 6M | +23.1% | +35.1% | -12.1% | +17.1% |
| YTD | +44.2% | +5.5% | +38.7% | +50.4% |
| 1Y | +62.1% | -16.8% | +78.9% | +92.0% |
| All | +131.4% | -27.1% | +158.5% | +185.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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