+545.7%
FICO vs WPM
+556.6%
-10.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.1% | +6.0% | +1.5% |
| 7D | +0.9% | +16.4% | -15.5% | -1.0% |
| 30D | +9.4% | -1.5% | +10.9% | +9.4% |
| 3M | -30.4% | +2.6% | -33.0% | -30.8% |
| 6M | -35.1% | -1.3% | -33.8% | -35.4% |
| YTD | -56.8% | +16.8% | -73.5% | -58.4% |
| 1Y | -58.4% | +34.1% | -92.5% | -60.9% |
| 3Y | -26.7% | +225.1% | -251.8% | -40.9% |
| 5Y | +88.0% | +234.5% | -146.5% | +48.6% |
| 10Y | +545.7% | +674.1% | -128.4% | +393.1% |
| All | +545.7% | +556.6% | -10.9% | +393.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 10y: compounded portfolio wealth divided by compounded WPM 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…
10y analysis · Full analysis span regression · 6 months rolling