-38.6%
FICO vs GWW
+31.2%
-69.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.9% | -17.6% | -16.9% |
| 7D | -19.2% | +1.4% | -20.6% | -19.5% |
| 30D | -14.6% | +3.3% | -17.9% | -15.3% |
| 3M | -20.1% | +2.9% | -23.0% | -20.8% |
| 6M | -36.3% | +15.8% | -52.1% | -39.1% |
| YTD | -44.9% | +32.0% | -76.9% | -50.8% |
| 1Y | -38.6% | +29.9% | -68.5% | -43.7% |
| All | -38.6% | +31.2% | -69.8% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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