+144.5%
WCC vs FDS
-22.8%
+167.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -9.9% | -2.0% | -7.9% | -9.7% |
| 30D | -13.4% | +13.5% | -26.9% | -16.1% |
| 3M | -13.5% | +15.2% | -28.6% | -16.9% |
| 6M | -10.6% | +47.0% | -57.7% | -22.5% |
| YTD | +30.1% | +13.9% | +16.2% | +25.8% |
| 1Y | +22.3% | +25.2% | -2.8% | +11.3% |
| 3Y | +130.3% | -25.3% | +155.6% | +185.3% |
| 5Y | +144.5% | -23.3% | +167.8% | +194.7% |
| All | +144.5% | -22.8% | +167.3% | +194.7% |
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