-38.6%
FICO vs WSM
+19.9%
-58.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.1% | -18.8% | -17.0% |
| 7D | -19.2% | -3.3% | -15.9% | -18.7% |
| 30D | -14.6% | -8.4% | -6.2% | -13.3% |
| 3M | -20.1% | +9.7% | -29.7% | -21.7% |
| 6M | -36.3% | +16.7% | -53.0% | -38.8% |
| YTD | -44.9% | +28.7% | -73.5% | -47.4% |
| 1Y | -38.6% | +13.7% | -52.3% | -40.0% |
| All | -38.6% | +19.9% | -58.5% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling