-24.1%
FICO vs WPM
+212.7%
-236.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.5% |
| 7D | -0.9% | +16.9% | -17.9% | -1.6% |
| 30D | +3.3% | +2.0% | +1.4% | +3.3% |
| 3M | -31.7% | +8.9% | -40.7% | -31.7% |
| 6M | -34.0% | +1.6% | -35.5% | -33.6% |
| YTD | -58.3% | +16.5% | -74.8% | -59.0% |
| 1Y | -57.9% | +42.2% | -100.1% | -59.6% |
| 3Y | -24.1% | +213.3% | -237.4% | -33.8% |
| All | -24.1% | +212.7% | -236.8% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling