+104,095.6%
FICO vs BBWI
+1,034.6%
+103,060.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.8% | -19.5% | -17.3% |
| 7D | -19.2% | +1.5% | -20.7% | -19.6% |
| 30D | -14.6% | -5.2% | -9.4% | -13.9% |
| 3M | -20.1% | +11.1% | -31.2% | -22.8% |
| 6M | -36.3% | -13.4% | -22.9% | -35.4% |
| YTD | -44.9% | +0.1% | -45.0% | -46.2% |
| 1Y | -38.6% | -36.1% | -2.5% | -34.5% |
| 3Y | +4.0% | -44.1% | +48.1% | +8.6% |
| 5Y | +99.5% | -66.2% | +165.8% | +125.1% |
| 10Y | +604.7% | -54.8% | +659.4% | +523.4% |
| All | +104,095.6% | +1,034.6% | +103,060.9% | +48,710.8% |
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