+63.0%
WCC vs FIGR
-3.1%
+66.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.6% | +8.4% | +4.3% |
| 7D | +1.5% | -3.0% | +4.6% | +1.9% |
| 30D | -2.1% | +13.7% | -15.8% | -3.8% |
| 3M | +3.8% | +23.9% | -20.1% | +0.6% |
| 6M | +35.0% | -8.4% | +43.4% | +34.0% |
| YTD | +46.4% | -14.6% | +61.0% | +42.2% |
| 1Y | +63.0% | +12.1% | +50.9% | +56.2% |
| All | +63.0% | -3.1% | +66.1% | +56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling