+541.4%
FICO vs WAB
+266.7%
+274.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.7% |
| 7D | +2.2% | +5.1% | -2.8% | +0.2% |
| 30D | +0.1% | +4.0% | -3.9% | -1.9% |
| 3M | -35.2% | +0.1% | -35.3% | -35.6% |
| 6M | -32.4% | +12.8% | -45.1% | -36.8% |
| YTD | -57.4% | +40.1% | -97.5% | -64.2% |
| 1Y | -58.5% | +46.4% | -104.9% | -65.8% |
| 3Y | -28.9% | +167.4% | -196.2% | -55.5% |
| 5Y | +91.7% | +215.0% | -123.3% | +10.3% |
| All | +541.4% | +266.7% | +274.7% | +181.4% |
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