-24.1%
FICO vs WSM
+245.0%
-269.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -0.9% | +0.5% | -1.5% | -1.1% |
| 30D | +3.3% | +6.0% | -2.6% | +2.3% |
| 3M | -31.7% | +3.2% | -34.9% | -32.2% |
| 6M | -34.0% | +37.1% | -71.1% | -37.3% |
| YTD | -58.3% | +44.2% | -102.5% | -60.7% |
| 1Y | -57.9% | +34.2% | -92.1% | -60.0% |
| 3Y | -24.1% | +249.3% | -273.3% | -32.8% |
| All | -24.1% | +245.0% | -269.1% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling