+92.9%
FICO vs GWRE
+25.5%
+67.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -1.0% |
| 7D | +4.0% | -7.3% | +11.3% | +7.3% |
| 30D | -1.5% | -4.0% | +2.5% | -0.2% |
| 3M | -29.8% | -10.5% | -19.3% | -26.7% |
| 6M | -33.3% | +17.7% | -51.0% | -38.7% |
| YTD | -56.9% | -21.3% | -35.6% | -53.8% |
| 1Y | -59.5% | -28.0% | -31.5% | -55.0% |
| 3Y | -26.9% | +73.6% | -100.5% | -49.9% |
| 5Y | +92.9% | +26.1% | +66.8% | +37.9% |
| All | +92.9% | +25.5% | +67.4% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling