+78,645.2%
FICO vs WSM
+38,956.5%
+39,688.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -0.9% | +0.5% | -1.5% | -1.2% |
| 30D | +3.3% | +6.0% | -2.6% | +2.1% |
| 3M | -31.7% | +3.2% | -34.9% | -32.2% |
| 6M | -34.0% | +37.1% | -71.1% | -38.0% |
| YTD | -58.3% | +44.2% | -102.5% | -61.3% |
| 1Y | -57.9% | +34.2% | -92.1% | -60.4% |
| 3Y | -24.1% | +249.3% | -273.3% | -42.2% |
| 5Y | +85.3% | +169.3% | -84.0% | +44.5% |
| 10Y | +520.3% | +1,241.2% | -720.9% | +250.2% |
| All | +78,645.2% | +38,956.5% | +39,688.7% | +33,978.2% |
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