+603.9%
FICO vs WPM
+509.3%
+94.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.1% | -15.6% | -16.6% |
| 7D | -19.2% | +1.1% | -20.3% | -19.3% |
| 30D | -14.6% | +26.4% | -40.9% | -17.0% |
| 3M | -20.1% | +20.8% | -40.9% | -22.1% |
| 6M | -36.3% | +1.1% | -37.4% | -36.8% |
| YTD | -44.9% | +32.5% | -77.3% | -47.7% |
| 1Y | -38.6% | +51.5% | -90.2% | -43.1% |
| 3Y | +4.0% | +267.0% | -263.0% | -17.2% |
| 5Y | +99.5% | +250.1% | -150.6% | +57.3% |
| All | +603.9% | +509.3% | +94.6% | +449.7% |
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