+76.9%
FICO vs WAT
+32.4%
+44.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.7% |
| 7D | -0.9% | -1.1% | +0.2% | -0.7% |
| 30D | +3.3% | +5.0% | -1.6% | +1.4% |
| 3M | -31.7% | +14.5% | -46.2% | -35.1% |
| 6M | -34.0% | +30.9% | -64.9% | -40.4% |
| YTD | -58.3% | +20.5% | -78.8% | -61.7% |
| 1Y | -57.9% | +23.3% | -81.2% | -61.6% |
| 3Y | -24.1% | +81.5% | -105.5% | -46.3% |
| All | +76.9% | +32.4% | +44.6% | +42.4% |
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