+86.1%
FICO vs WST
-7.2%
+93.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +1.8% |
| 7D | -0.3% | -5.8% | +5.6% | +1.1% |
| 30D | +1.7% | +5.3% | -3.6% | +0.4% |
| 3M | -35.2% | +11.8% | -47.0% | -37.0% |
| 6M | -33.7% | +26.7% | -60.4% | -37.6% |
| YTD | -58.2% | +43.0% | -101.1% | -61.9% |
| 1Y | -56.6% | +38.9% | -95.4% | -60.3% |
| 3Y | -24.0% | +18.2% | -42.1% | -33.3% |
| 5Y | +86.1% | -1.5% | +87.6% | +69.7% |
| All | +86.1% | -7.2% | +93.3% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling