+8,718.7%
FICO vs WAB
+4,103.0%
+4,615.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | -0.9% | +1.4% | -2.4% | -1.5% |
| 30D | +3.3% | +0.4% | +2.9% | +2.8% |
| 3M | -31.7% | -3.8% | -27.9% | -31.2% |
| 6M | -34.0% | +5.1% | -39.0% | -35.9% |
| YTD | -58.3% | +33.3% | -91.6% | -62.9% |
| 1Y | -57.9% | +39.8% | -97.8% | -63.2% |
| 3Y | -24.1% | +161.1% | -185.1% | -46.3% |
| 5Y | +85.3% | +209.5% | -124.1% | +23.0% |
| 10Y | +520.3% | +293.8% | +226.5% | +257.3% |
| All | +8,718.7% | +4,103.0% | +4,615.7% | +2,654.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling