+499.7%
FICO vs WPM
+566.7%
-67.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.7% |
| 7D | -0.9% | +16.9% | -17.9% | -2.8% |
| 30D | +3.3% | +2.0% | +1.4% | +2.9% |
| 3M | -31.7% | +8.9% | -40.7% | -32.6% |
| 6M | -34.0% | +1.6% | -35.5% | -34.5% |
| YTD | -58.3% | +16.5% | -74.8% | -59.9% |
| 1Y | -57.9% | +42.2% | -100.1% | -60.7% |
| 3Y | -24.1% | +213.3% | -237.4% | -38.2% |
| 5Y | +85.3% | +249.9% | -164.6% | +46.3% |
| All | +499.7% | +566.7% | -67.1% | +358.1% |
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