+541.4%
FICO vs WAT
+222.4%
+319.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +2.2% | +0.6% | +1.6% | +2.0% |
| 30D | +0.1% | +5.4% | -5.3% | -2.4% |
| 3M | -35.2% | +11.3% | -46.5% | -38.4% |
| 6M | -32.4% | +37.4% | -69.8% | -41.7% |
| YTD | -57.4% | +21.2% | -78.6% | -61.8% |
| 1Y | -58.5% | +21.3% | -79.9% | -62.9% |
| 3Y | -28.9% | +83.4% | -112.2% | -51.9% |
| 5Y | +91.7% | +29.0% | +62.7% | +53.5% |
| All | +541.4% | +222.4% | +319.0% | +228.3% |
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