+545.7%
FICO vs WST
+446.4%
+99.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.9% | +1.4% | -0.5% | +0.4% |
| 30D | +9.4% | +12.7% | -3.3% | +5.1% |
| 3M | -30.4% | +17.2% | -47.6% | -34.2% |
| 6M | -35.1% | +26.7% | -61.8% | -40.5% |
| YTD | -56.8% | +50.3% | -107.1% | -62.8% |
| 1Y | -58.4% | +50.2% | -108.6% | -64.2% |
| 3Y | -26.7% | +21.7% | -48.4% | -39.2% |
| 5Y | +88.0% | +2.0% | +86.0% | +62.8% |
| 10Y | +545.7% | +451.1% | +94.6% | +137.3% |
| All | +545.7% | +446.4% | +99.4% | +137.3% |
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