+11,161.9%
FICO vs WAT
+10,816.8%
+345.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.4% |
| 7D | -19.2% | -1.3% | -17.9% | -18.9% |
| 30D | -14.6% | +2.3% | -16.9% | -15.0% |
| 3M | -20.1% | +8.7% | -28.8% | -21.8% |
| 6M | -36.3% | +28.3% | -64.6% | -40.7% |
| YTD | -44.9% | +7.8% | -52.6% | -46.5% |
| 1Y | -38.6% | +36.6% | -75.2% | -44.1% |
| 3Y | +4.0% | +45.7% | -41.7% | -9.0% |
| 5Y | +99.5% | -3.3% | +102.8% | +92.2% |
| 10Y | +604.7% | +162.1% | +442.6% | +435.0% |
| All | +11,161.9% | +10,816.8% | +345.1% | +6,342.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling