+101.7%
FICO vs WAB
+222.7%
-121.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.7% | -17.4% | -17.0% |
| 7D | -19.2% | -3.2% | -16.0% | -18.1% |
| 30D | -14.6% | -4.4% | -10.2% | -13.0% |
| 3M | -20.1% | +7.9% | -28.0% | -23.8% |
| 6M | -36.3% | +8.7% | -45.0% | -40.0% |
| YTD | -44.9% | +33.0% | -77.8% | -53.5% |
| 1Y | -38.6% | +46.7% | -85.3% | -51.1% |
| 3Y | +4.0% | +153.0% | -149.0% | -39.5% |
| All | +101.7% | +222.7% | -121.1% | -0.2% |
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