+499.7%
FICO vs WST
+441.1%
+58.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -1.0% |
| 7D | -0.9% | -3.1% | +2.2% | 0.0% |
| 30D | +3.3% | +9.1% | -5.8% | +0.3% |
| 3M | -31.7% | +14.7% | -46.4% | -35.0% |
| 6M | -34.0% | +28.0% | -62.0% | -39.6% |
| YTD | -58.3% | +45.6% | -104.0% | -63.7% |
| 1Y | -57.9% | +45.7% | -103.6% | -63.4% |
| 3Y | -24.1% | +21.1% | -45.1% | -37.2% |
| 5Y | +85.3% | +0.3% | +85.0% | +60.9% |
| All | +499.7% | +441.1% | +58.5% | +120.7% |
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