+531.6%
FICO vs WPM
+553.6%
-21.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.6% | -2.9% | +2.1% |
| 7D | -0.1% | +20.8% | -20.9% | -2.3% |
| 30D | +8.4% | +3.8% | +4.6% | +7.8% |
| 3M | -30.5% | +7.4% | -37.9% | -31.2% |
| 6M | -35.7% | +4.0% | -39.7% | -36.3% |
| YTD | -57.2% | +23.0% | -80.2% | -59.1% |
| 1Y | -58.4% | +45.9% | -104.4% | -61.3% |
| 3Y | -24.8% | +242.9% | -267.8% | -39.6% |
| 5Y | +79.3% | +259.5% | -180.3% | +41.0% |
| 10Y | +531.6% | +577.7% | -46.1% | +381.0% |
| All | +531.6% | +553.6% | -21.9% | +381.0% |
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