-38.6%
FICO vs GWRE
-25.4%
-13.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -19.9% | +3.3% | -8.2% |
| 7D | -19.2% | -21.1% | +1.9% | -10.5% |
| 30D | -14.6% | +1.3% | -15.9% | -13.9% |
| 3M | -20.1% | +7.4% | -27.5% | -21.1% |
| 6M | -36.3% | +5.6% | -41.9% | -37.9% |
| YTD | -44.9% | -19.2% | -25.7% | -44.6% |
| 1Y | -38.6% | -25.1% | -13.5% | -37.4% |
| All | -38.6% | -25.4% | -13.2% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling