+8,445.5%
FICO vs WAT
+11,982.1%
-3,536.6%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.7% |
| 7D | -0.3% | -5.6% | +5.4% | +1.1% |
| 30D | +1.7% | +3.8% | -2.1% | +0.6% |
| 3M | -35.2% | +13.3% | -48.5% | -37.4% |
| 6M | -33.7% | +32.2% | -65.8% | -38.6% |
| YTD | -58.2% | +19.3% | -77.4% | -60.6% |
| 1Y | -56.6% | +21.8% | -78.4% | -59.3% |
| 3Y | -24.0% | +73.9% | -97.9% | -36.6% |
| 5Y | +86.1% | +32.1% | +54.0% | +65.6% |
| 10Y | +522.8% | +228.2% | +294.6% | +348.6% |
| All | +8,445.5% | +11,982.1% | -3,536.6% | +4,647.5% |
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