+92.9%
FICO vs WAT
+33.2%
+59.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | +0.1% |
| 7D | +4.0% | +0.7% | +3.3% | +3.7% |
| 30D | -1.5% | +9.0% | -10.5% | -4.6% |
| 3M | -29.8% | +13.5% | -43.3% | -33.1% |
| 6M | -33.3% | +35.3% | -68.5% | -40.4% |
| YTD | -56.9% | +24.0% | -80.9% | -60.7% |
| 1Y | -59.5% | +22.0% | -81.4% | -62.8% |
| 3Y | -26.9% | +84.0% | -110.9% | -48.3% |
| 5Y | +92.9% | +34.4% | +58.6% | +54.2% |
| All | +92.9% | +33.2% | +59.7% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling