+144.8%
WCC vs FGI
-70.3%
+215.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.5% | -9.6% |
| 7D | -21.9% | -11.6% | -10.3% | -21.7% |
| 30D | -25.4% | -3.3% | -22.1% | -25.4% |
| 3M | -23.1% | +65.6% | -88.7% | -25.0% |
| 6M | -18.1% | -2.8% | -15.3% | -19.1% |
| YTD | +17.7% | +30.1% | -12.5% | +13.7% |
| 1Y | +12.4% | +50.2% | -37.8% | +8.1% |
| 3Y | +105.9% | -0.4% | +106.3% | +97.2% |
| All | +144.8% | -70.3% | +215.1% | +142.7% |
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