+665.4%
FICO vs NWSA
+144.0%
+521.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.7% | +5.5% |
| 7D | -10.6% | -3.1% | -7.5% | -9.0% |
| 30D | -6.3% | +4.3% | -10.6% | -8.2% |
| 3M | -19.7% | +9.2% | -29.0% | -23.1% |
| 6M | -31.8% | +21.6% | -53.4% | -38.0% |
| YTD | -41.8% | +14.2% | -56.1% | -45.6% |
| 1Y | -36.4% | +1.8% | -38.2% | -37.2% |
| 3Y | +9.3% | +44.4% | -35.2% | -9.7% |
| 5Y | +113.0% | +41.0% | +72.0% | +72.4% |
| 10Y | +665.4% | +150.0% | +515.4% | +309.6% |
| All | +665.4% | +144.0% | +521.4% | +309.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling