-57.9%
FICO vs WAT
+23.8%
-81.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -0.9% | -1.1% | +0.2% | -0.8% |
| 30D | +3.3% | +5.0% | -1.6% | +2.2% |
| 3M | -31.7% | +14.5% | -46.2% | -33.9% |
| 6M | -34.0% | +30.9% | -64.9% | -38.0% |
| YTD | -58.3% | +20.5% | -78.8% | -60.2% |
| 1Y | -57.9% | +23.3% | -81.2% | -60.9% |
| All | -57.9% | +23.8% | -81.7% | -60.9% |
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