+545.7%
FICO vs WAT
+228.2%
+317.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +0.9% | +3.4% | -2.5% | -0.6% |
| 30D | +9.4% | +9.6% | -0.2% | +5.0% |
| 3M | -30.4% | +15.5% | -45.9% | -34.9% |
| 6M | -35.1% | +33.9% | -69.0% | -43.4% |
| YTD | -56.8% | +25.2% | -82.0% | -61.8% |
| 1Y | -58.4% | +26.3% | -84.7% | -63.4% |
| 3Y | -26.7% | +85.8% | -112.5% | -50.6% |
| 5Y | +88.0% | +35.3% | +52.7% | +47.3% |
| 10Y | +545.7% | +231.8% | +313.9% | +226.0% |
| All | +545.7% | +228.2% | +317.6% | +226.0% |
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