-39.4%
FICO vs WAT
+34.6%
-74.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.5% |
| 7D | -19.2% | -1.3% | -17.9% | -18.9% |
| 30D | -14.6% | +2.3% | -16.9% | -14.9% |
| 3M | -20.1% | +8.7% | -28.8% | -21.3% |
| 6M | -36.3% | +28.3% | -64.6% | -39.6% |
| YTD | -44.9% | +7.8% | -52.6% | -45.9% |
| All | -39.4% | +34.6% | -74.0% | -41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling