+602.8%
FICO vs WAB
+283.1%
+319.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -15.4% | +1.7% | -17.1% | -16.1% |
| 30D | -10.4% | -2.4% | -8.0% | -9.6% |
| 3M | -22.7% | +9.7% | -32.4% | -26.5% |
| 6M | -36.8% | +16.5% | -53.3% | -41.8% |
| YTD | -44.8% | +33.7% | -78.5% | -52.4% |
| 1Y | -39.3% | +49.7% | -89.0% | -50.4% |
| 3Y | +3.7% | +170.9% | -167.2% | -35.2% |
| 5Y | +101.7% | +228.0% | -126.3% | +15.0% |
| 10Y | +602.8% | +284.8% | +318.0% | +207.1% |
| All | +602.8% | +283.1% | +319.7% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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