+76.9%
FICO vs BWA
+26.5%
+50.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -0.8% |
| 7D | -0.9% | -5.5% | +4.5% | -0.1% |
| 30D | +3.3% | -21.7% | +25.1% | +7.1% |
| 3M | -31.7% | -25.6% | -6.1% | -28.9% |
| 6M | -34.0% | -17.4% | -16.5% | -33.2% |
| YTD | -58.3% | +9.2% | -67.5% | -61.2% |
| 1Y | -57.9% | +9.7% | -67.7% | -60.9% |
| 3Y | -24.1% | +54.6% | -78.7% | -38.1% |
| All | +76.9% | +26.5% | +50.5% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling