+78,645.2%
FICO vs GWW
+15,772.9%
+62,872.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -0.9% | +6.0% | -6.9% | -3.5% |
| 30D | +3.3% | +14.0% | -10.7% | -2.4% |
| 3M | -31.7% | +12.5% | -44.3% | -35.2% |
| 6M | -34.0% | +23.6% | -57.6% | -39.9% |
| YTD | -58.3% | +43.6% | -101.9% | -64.7% |
| 1Y | -57.9% | +52.5% | -110.4% | -65.2% |
| 3Y | -24.1% | +92.6% | -116.6% | -43.3% |
| 5Y | +85.3% | +219.0% | -133.7% | +11.0% |
| 10Y | +520.3% | +713.8% | -193.5% | +142.2% |
| All | +78,645.2% | +15,772.9% | +62,872.3% | +11,816.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling