+104,095.6%
FICO vs WSM
+34,755.7%
+69,339.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.1% | -18.8% | -17.1% |
| 7D | -19.2% | -3.3% | -15.9% | -18.8% |
| 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% | -38.4% |
| YTD | -44.9% | +28.7% | -73.5% | -47.7% |
| 1Y | -38.6% | +13.7% | -52.3% | -40.6% |
| 3Y | +4.0% | +230.1% | -226.1% | -20.1% |
| 5Y | +99.5% | +179.0% | -79.4% | +54.5% |
| 10Y | +604.7% | +1,002.5% | -397.9% | +311.4% |
| All | +104,095.6% | +34,755.7% | +69,339.9% | +45,960.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling