+112.8%
FICO vs GWRE
+14.4%
+98.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.6% |
| 7D | -14.1% | -30.9% | +16.8% | +0.7% |
| 30D | -7.5% | -20.7% | +13.2% | +2.4% |
| 3M | -21.3% | +20.2% | -41.4% | -26.7% |
| 6M | -25.2% | -11.9% | -13.4% | -22.4% |
| YTD | -43.2% | -30.3% | -12.9% | -35.5% |
| 1Y | -37.2% | -44.6% | +7.4% | -21.9% |
| 3Y | +6.8% | +48.8% | -42.0% | -21.2% |
| 5Y | +112.8% | +14.8% | +98.1% | +57.0% |
| All | +112.8% | +14.4% | +98.4% | +57.0% |
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 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