-56.4%
FICO vs NWSA
+18.2%
-74.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.7% | -7.0% | -6.3% |
| 7D | +0.4% | +4.3% | -3.9% | -3.2% |
| 30D | +1.7% | +5.6% | -3.9% | -2.8% |
| 3M | -33.0% | +7.3% | -40.3% | -36.3% |
| 6M | -33.9% | +18.8% | -52.7% | -41.3% |
| YTD | -58.5% | +17.9% | -76.4% | -62.9% |
| 1Y | -56.4% | +19.3% | -75.7% | -61.2% |
| All | -56.4% | +18.2% | -74.6% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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