+531.6%
FICO vs GWW
+696.0%
-164.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.1% | +2.4% |
| 7D | -0.1% | +5.3% | -5.3% | -2.6% |
| 30D | +8.4% | +12.4% | -4.0% | +2.6% |
| 3M | -30.5% | +13.7% | -44.2% | -34.6% |
| 6M | -35.7% | +18.0% | -53.7% | -40.7% |
| YTD | -57.2% | +44.6% | -101.8% | -64.3% |
| 1Y | -58.4% | +53.1% | -111.5% | -66.2% |
| 3Y | -24.8% | +90.2% | -115.0% | -45.0% |
| 5Y | +79.3% | +215.0% | -135.7% | +3.6% |
| 10Y | +531.6% | +658.9% | -127.3% | +182.2% |
| All | +531.6% | +696.0% | -164.3% | +182.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling