-38.6%
FICO vs BBWI
-34.3%
-4.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.8% | -19.5% | -17.0% |
| 7D | -19.2% | +1.5% | -20.7% | -19.3% |
| 30D | -14.6% | -5.2% | -9.4% | -14.2% |
| 3M | -20.1% | +11.1% | -31.2% | -21.4% |
| 6M | -36.3% | -13.4% | -22.9% | -36.4% |
| YTD | -44.9% | +0.1% | -45.0% | -44.9% |
| 1Y | -38.6% | -36.1% | -2.5% | -33.9% |
| All | -38.6% | -34.3% | -4.3% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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