+8.6%
FICO vs GWRE
+51.5%
-42.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.0% | +10.3% | +7.3% |
| 7D | -10.6% | -26.2% | +15.6% | +0.8% |
| 30D | -6.3% | -17.8% | +11.4% | +1.5% |
| 3M | -19.7% | +14.2% | -34.0% | -22.4% |
| 6M | -31.8% | -12.9% | -18.9% | -28.8% |
| YTD | -41.8% | -29.2% | -12.6% | -35.9% |
| 1Y | -36.4% | -44.4% | +8.0% | -24.8% |
| All | +8.6% | +51.5% | -42.8% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling