-29.1%
FICO vs GWW
+95.0%
-124.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.0% |
| 7D | +1.4% | +3.7% | -2.3% | -0.2% |
| 30D | -0.8% | +13.6% | -14.4% | -6.5% |
| 3M | -31.3% | +15.4% | -46.7% | -35.8% |
| 6M | -33.9% | +21.8% | -55.7% | -40.1% |
| YTD | -57.6% | +50.0% | -107.6% | -65.8% |
| 1Y | -59.7% | +60.2% | -119.9% | -68.7% |
| All | -29.1% | +95.0% | -124.1% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling