+499.7%
FICO vs WU
-36.0%
+535.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.5% |
| 7D | -0.9% | +11.7% | -12.6% | -5.9% |
| 30D | +3.3% | +12.6% | -9.3% | -1.9% |
| 3M | -31.7% | -0.5% | -31.2% | -31.4% |
| 6M | -34.0% | -18.2% | -15.8% | -28.7% |
| YTD | -58.3% | -19.0% | -39.3% | -55.1% |
| 1Y | -57.9% | -16.7% | -41.3% | -55.3% |
| 3Y | -24.1% | -21.0% | -3.0% | -20.1% |
| 5Y | +85.3% | -41.7% | +127.0% | +118.6% |
| All | +499.7% | -36.0% | +535.7% | +533.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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