+78,645.2%
FICO vs BBWI
+1,142.2%
+77,502.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.4% |
| 7D | -0.9% | -6.2% | +5.3% | +0.4% |
| 30D | +3.3% | +19.9% | -16.6% | -1.2% |
| 3M | -31.7% | +7.1% | -38.9% | -33.4% |
| 6M | -34.0% | +13.7% | -47.6% | -37.1% |
| YTD | -58.3% | +9.6% | -67.9% | -60.3% |
| 1Y | -57.9% | -1.6% | -56.3% | -59.5% |
| 3Y | -24.1% | -25.9% | +1.8% | -26.1% |
| 5Y | +85.3% | -67.8% | +153.1% | +111.1% |
| 10Y | +520.3% | -43.5% | +563.8% | +417.1% |
| All | +78,645.2% | +1,142.2% | +77,502.9% | +35,853.7% |
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