+92.9%
FICO vs WAB
+224.0%
-131.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | +4.0% | +3.1% | +0.8% | +2.5% |
| 30D | -1.5% | +6.4% | -7.9% | -4.4% |
| 3M | -29.8% | +2.2% | -32.0% | -30.8% |
| 6M | -33.3% | +13.7% | -47.0% | -38.0% |
| YTD | -56.9% | +43.0% | -99.9% | -64.8% |
| 1Y | -59.5% | +47.0% | -106.4% | -67.5% |
| 3Y | -26.9% | +174.4% | -201.3% | -59.1% |
| 5Y | +92.9% | +222.2% | -129.3% | -2.6% |
| All | +92.9% | +224.0% | -131.1% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling