+84.4%
FICO vs NWSA
+18.8%
+65.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -1.1% |
| 7D | +2.2% | +2.2% | 0.0% | +0.9% |
| 30D | +0.1% | -8.8% | +8.8% | +4.3% |
| 3M | -35.2% | -6.5% | -28.7% | -33.0% |
| 6M | -32.4% | +1.5% | -33.9% | -33.3% |
| YTD | -57.4% | +4.0% | -61.4% | -58.6% |
| 1Y | -58.5% | +3.4% | -62.0% | -59.6% |
| 3Y | -28.9% | +34.8% | -63.7% | -40.2% |
| All | +84.4% | +18.8% | +65.6% | +52.6% |
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 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