+150.1%
WCC vs FGI
-70.6%
+220.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.2% |
| 7D | -14.7% | -7.0% | -7.7% | -14.6% |
| 30D | -20.1% | -4.2% | -15.8% | -20.0% |
| 3M | -21.2% | +55.6% | -76.8% | -22.9% |
| 6M | -19.2% | -3.2% | -16.0% | -20.2% |
| YTD | +20.2% | +29.1% | -8.9% | +16.2% |
| 1Y | +14.5% | +51.0% | -36.5% | +10.1% |
| 3Y | +115.1% | +1.5% | +113.6% | +105.5% |
| All | +150.1% | -70.6% | +220.6% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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