+602.8%
FICO vs WSM
+1,015.9%
-413.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -15.4% | +2.6% | -18.0% | -16.2% |
| 30D | -10.4% | -9.5% | -0.9% | -7.9% |
| 3M | -22.7% | +12.9% | -35.6% | -25.8% |
| 6M | -36.8% | +23.0% | -59.8% | -41.0% |
| YTD | -44.8% | +28.9% | -73.7% | -49.4% |
| 1Y | -39.3% | +13.7% | -53.0% | -42.5% |
| 3Y | +3.7% | +232.6% | -228.9% | -35.5% |
| 5Y | +101.7% | +185.9% | -84.1% | +25.0% |
| 10Y | +602.8% | +998.6% | -395.9% | +131.3% |
| All | +602.8% | +1,015.9% | -413.1% | +131.3% |
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