-26.7%
FICO vs WAB
+175.0%
-201.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.4% |
| 7D | +0.9% | +4.0% | -3.1% | -0.4% |
| 30D | +9.4% | +6.3% | +3.1% | +7.2% |
| 3M | -30.4% | +3.3% | -33.7% | -31.2% |
| 6M | -35.1% | +14.5% | -49.6% | -38.8% |
| YTD | -56.8% | +42.7% | -99.5% | -63.9% |
| 1Y | -58.4% | +45.2% | -103.6% | -65.6% |
| 3Y | -26.7% | +173.8% | -200.5% | -58.8% |
| All | -26.7% | +175.0% | -201.7% | -58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling