+76.9%
FICO vs NWSA
+12.8%
+64.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -0.9% | -9.4% | +8.4% | +3.5% |
| 30D | +3.3% | -7.8% | +11.1% | +7.0% |
| 3M | -31.7% | -10.8% | -21.0% | -27.6% |
| 6M | -34.0% | +1.1% | -35.0% | -34.7% |
| YTD | -58.3% | +1.8% | -60.1% | -59.0% |
| 1Y | -57.9% | +6.0% | -64.0% | -59.5% |
| 3Y | -24.1% | +24.6% | -48.6% | -33.4% |
| All | +76.9% | +12.8% | +64.2% | +47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling