+231.6%
WCC vs FDS
-20.4%
+252.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.3% | +6.8% | +3.5% |
| 7D | +8.5% | -5.4% | +13.9% | +9.8% |
| 30D | -1.0% | +1.6% | -2.6% | -1.7% |
| 3M | +2.1% | +17.7% | -15.6% | -4.0% |
| 6M | +36.8% | +29.1% | +7.8% | +21.6% |
| YTD | +47.7% | +1.0% | +46.8% | +47.4% |
| 1Y | +66.5% | -21.6% | +88.1% | +92.1% |
| 3Y | +134.2% | -30.1% | +164.3% | +187.0% |
| 5Y | +231.6% | -20.7% | +252.4% | +313.1% |
| All | +231.6% | -20.4% | +252.0% | +313.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling