+76.9%
FICO vs WAB
+203.5%
-126.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.1% |
| 7D | -0.9% | +1.4% | -2.4% | -1.7% |
| 30D | +3.3% | +0.4% | +2.9% | +2.7% |
| 3M | -31.7% | -3.8% | -27.9% | -31.0% |
| 6M | -34.0% | +5.1% | -39.0% | -36.7% |
| YTD | -58.3% | +33.3% | -91.6% | -65.0% |
| 1Y | -57.9% | +39.8% | -97.8% | -65.6% |
| 3Y | -24.1% | +161.1% | -185.1% | -56.8% |
| All | +76.9% | +203.5% | -126.6% | -8.5% |
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