-29.1%
FICO vs NWSA
+29.1%
-58.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.3% |
| 7D | +1.4% | -0.8% | +2.2% | +1.9% |
| 30D | -0.8% | -11.3% | +10.6% | +5.6% |
| 3M | -31.3% | -8.1% | -23.2% | -28.1% |
| 6M | -33.9% | -0.7% | -33.3% | -34.3% |
| YTD | -57.6% | +1.3% | -58.9% | -58.4% |
| 1Y | -59.7% | -1.3% | -58.3% | -59.8% |
| All | -29.1% | +29.1% | -58.3% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling