-24.8%
FICO vs WAT
+85.3%
-110.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.4% | +1.8% |
| 7D | -0.1% | +6.0% | -6.1% | -1.3% |
| 30D | +8.4% | +9.9% | -1.5% | +6.1% |
| 3M | -30.5% | +17.2% | -47.7% | -33.1% |
| 6M | -35.7% | +34.2% | -70.0% | -40.1% |
| YTD | -57.2% | +25.5% | -82.7% | -59.7% |
| 1Y | -58.4% | +28.3% | -86.7% | -61.0% |
| 3Y | -24.8% | +88.4% | -113.2% | -31.9% |
| All | -24.8% | +85.3% | -110.1% | -31.9% |
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