+541.4%
FICO vs WST
+456.5%
+84.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | 0.0% |
| 7D | +2.2% | +4.2% | -2.0% | +0.8% |
| 30D | +0.1% | +11.2% | -11.1% | -3.5% |
| 3M | -35.2% | +20.4% | -55.5% | -39.2% |
| 6M | -32.4% | +37.9% | -70.2% | -39.7% |
| YTD | -57.4% | +51.8% | -109.2% | -63.4% |
| 1Y | -58.5% | +56.6% | -115.2% | -64.8% |
| 3Y | -28.9% | +24.2% | -53.1% | -41.4% |
| 5Y | +91.7% | +0.7% | +91.0% | +67.7% |
| All | +541.4% | +456.5% | +84.9% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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