+499.7%
FICO vs WAT
+227.3%
+272.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -0.9% | -1.1% | +0.2% | -0.6% |
| 30D | +3.3% | +5.0% | -1.6% | +0.9% |
| 3M | -31.7% | +14.5% | -46.2% | -35.9% |
| 6M | -34.0% | +30.9% | -64.9% | -41.9% |
| YTD | -58.3% | +20.5% | -78.8% | -62.5% |
| 1Y | -57.9% | +23.3% | -81.2% | -62.6% |
| 3Y | -24.1% | +81.5% | -105.5% | -48.5% |
| 5Y | +85.3% | +33.4% | +51.9% | +45.6% |
| All | +499.7% | +227.3% | +272.4% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling