+26.4%
WCC vs FIGR
-41.8%
+68.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +4.2% | -14.1% | -10.4% |
| 7D | -8.8% | -1.3% | -7.5% | -8.6% |
| 30D | -16.0% | -17.6% | +1.6% | -14.2% |
| 3M | -15.2% | -16.7% | +1.5% | -14.0% |
| 6M | -8.4% | -36.1% | +27.8% | -5.0% |
| YTD | +30.1% | -43.6% | +73.7% | +30.6% |
| 1Y | +26.4% | -39.8% | +66.3% | +27.0% |
| All | +26.4% | -41.8% | +68.3% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling