-57.9%
FICO vs GWW
+51.7%
-109.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -0.9% | +6.0% | -6.9% | -2.4% |
| 30D | +3.3% | +14.0% | -10.7% | -0.1% |
| 3M | -31.7% | +12.5% | -44.3% | -34.0% |
| 6M | -34.0% | +23.6% | -57.6% | -37.7% |
| YTD | -58.3% | +43.6% | -101.9% | -63.3% |
| 1Y | -57.9% | +52.5% | -110.4% | -64.7% |
| All | -57.9% | +51.7% | -109.6% | -64.7% |
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