+514.9%
FICO vs WSM
+1,272.7%
-757.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | -0.9% | +0.5% | -1.5% | -1.3% |
| 30D | +3.3% | +6.0% | -2.6% | +1.4% |
| 3M | -31.7% | +3.2% | -34.9% | -32.5% |
| 6M | -34.0% | +37.1% | -71.1% | -40.3% |
| YTD | -58.3% | +44.2% | -102.5% | -63.1% |
| 1Y | -57.9% | +34.2% | -92.1% | -61.9% |
| 3Y | -24.1% | +249.3% | -273.3% | -53.2% |
| 5Y | +85.3% | +169.3% | -84.0% | +18.3% |
| All | +514.9% | +1,272.7% | -757.8% | +89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling