+101.7%
FICO vs WST
-25.7%
+127.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.8% | -15.9% | -16.5% |
| 7D | -19.2% | +0.7% | -19.9% | -19.3% |
| 30D | -14.6% | -3.1% | -11.4% | -13.9% |
| 3M | -20.1% | +7.2% | -27.3% | -21.6% |
| 6M | -36.3% | +36.8% | -73.1% | -41.2% |
| YTD | -44.9% | +23.8% | -68.7% | -48.0% |
| 1Y | -38.6% | +37.8% | -76.4% | -43.7% |
| 3Y | +4.0% | -15.9% | +19.9% | +3.5% |
| All | +101.7% | -25.7% | +127.3% | +86.5% |
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