+531.6%
FICO vs WSM
+1,313.8%
-782.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.3% | +1.9% |
| 7D | -0.1% | +0.9% | -0.9% | -0.5% |
| 30D | +8.4% | +8.6% | -0.1% | +5.7% |
| 3M | -30.5% | +4.2% | -34.7% | -31.5% |
| 6M | -35.7% | +44.6% | -80.3% | -42.8% |
| YTD | -57.2% | +48.5% | -105.7% | -62.4% |
| 1Y | -58.4% | +34.7% | -93.1% | -62.4% |
| 3Y | -24.8% | +271.0% | -295.9% | -54.5% |
| 5Y | +79.3% | +180.9% | -101.7% | +13.0% |
| 10Y | +531.6% | +1,235.4% | -703.7% | +93.1% |
| All | +531.6% | +1,313.8% | -782.2% | +93.1% |
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