-58.8%
FICO vs GWW
+53.3%
-112.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.1% | +2.6% |
| 7D | -0.1% | +5.3% | -5.3% | -1.3% |
| 30D | +8.4% | +12.4% | -4.0% | +5.2% |
| 3M | -30.5% | +13.7% | -44.2% | -32.9% |
| 6M | -35.7% | +18.0% | -53.7% | -38.6% |
| YTD | -57.2% | +44.6% | -101.8% | -62.5% |
| All | -58.8% | +53.3% | -112.1% | -65.7% |
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