+2,293.4%
FICO vs GWRE
+869.7%
+1,423.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -19.9% | +3.3% | -8.4% |
| 7D | -19.2% | -21.1% | +1.9% | -10.7% |
| 30D | -14.6% | +1.3% | -15.9% | -14.8% |
| 3M | -20.1% | +7.4% | -27.5% | -22.8% |
| 6M | -36.3% | +5.6% | -41.9% | -38.8% |
| YTD | -44.9% | -19.2% | -25.7% | -41.3% |
| 1Y | -38.6% | -25.1% | -13.5% | -33.5% |
| 3Y | +4.0% | +87.7% | -83.7% | -26.3% |
| 5Y | +99.5% | +32.0% | +67.5% | +57.7% |
| 10Y | +604.7% | +157.8% | +446.9% | +343.3% |
| All | +2,293.4% | +869.7% | +1,423.7% | +1,152.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling