+1,591.2%
WCC vs FDS
+2,661.8%
-1,070.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.6% | +2.2% |
| 7D | +3.3% | -2.1% | +5.5% | +4.2% |
| 30D | -9.4% | +16.0% | -25.4% | -15.5% |
| 3M | -10.5% | +18.8% | -29.3% | -18.4% |
| 6M | -10.4% | +54.1% | -64.5% | -29.6% |
| YTD | +34.4% | +17.0% | +17.4% | +16.0% |
| 1Y | +27.7% | +25.5% | +2.1% | +6.3% |
| 3Y | +137.9% | -23.3% | +161.2% | +144.5% |
| 5Y | +147.0% | -22.6% | +169.7% | +152.7% |
| 10Y | +442.5% | +130.2% | +312.3% | +252.7% |
| All | +1,591.2% | +2,661.8% | -1,070.6% | +466.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling