+626.6%
FICO vs NWSA
+144.9%
+481.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.1% |
| 7D | -15.4% | -2.6% | -12.8% | -14.1% |
| 30D | -10.4% | +4.6% | -14.9% | -12.2% |
| 3M | -22.7% | +10.2% | -32.9% | -26.3% |
| 6M | -36.8% | +21.6% | -58.4% | -42.6% |
| YTD | -44.8% | +14.6% | -59.4% | -48.4% |
| 1Y | -39.3% | +0.4% | -39.7% | -39.7% |
| 3Y | +3.7% | +45.0% | -41.3% | -14.4% |
| 5Y | +101.7% | +41.3% | +60.4% | +63.1% |
| All | +626.6% | +144.9% | +481.7% | +288.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling