+4.4%
FICO vs BWA
+71.5%
-67.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.8% | -19.4% | -16.7% |
| 7D | -19.2% | +5.7% | -24.8% | -19.3% |
| 30D | -14.6% | +1.4% | -16.0% | -14.6% |
| 3M | -20.1% | -12.1% | -8.0% | -19.5% |
| 6M | -36.3% | +28.6% | -64.9% | -37.6% |
| YTD | -44.9% | +51.1% | -95.9% | -47.4% |
| 1Y | -38.6% | +55.9% | -94.5% | -41.8% |
| All | +4.4% | +71.5% | -67.0% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling