-24.1%
FICO vs WAT
+74.7%
-98.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.1% |
| 3M | -31.7% | +14.5% | -46.2% | -33.9% |
| 6M | -34.0% | +30.9% | -64.9% | -38.1% |
| YTD | -58.3% | +20.5% | -78.8% | -60.4% |
| 1Y | -57.9% | +23.3% | -81.2% | -60.3% |
| 3Y | -24.1% | +81.5% | -105.5% | -30.9% |
| All | -24.1% | +74.7% | -98.8% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling