+78,963.7%
FICO vs BBWI
+1,184.1%
+77,779.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.2% | +7.1% | +2.3% |
| 7D | -0.3% | -3.1% | +2.8% | +0.3% |
| 30D | +1.7% | +23.1% | -21.4% | -3.4% |
| 3M | -35.2% | +7.3% | -42.5% | -36.8% |
| 6M | -33.7% | +22.6% | -56.3% | -37.9% |
| YTD | -58.2% | +13.3% | -71.4% | -60.5% |
| 1Y | -56.6% | -2.6% | -54.0% | -58.1% |
| 3Y | -24.0% | -25.9% | +2.0% | -25.9% |
| 5Y | +86.1% | -66.7% | +152.8% | +110.4% |
| 10Y | +522.8% | -41.6% | +564.4% | +415.2% |
| All | +78,963.7% | +1,184.1% | +77,779.6% | +35,726.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling