+539.5%
FICO vs WU
-37.2%
+576.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +1.1% |
| 7D | +4.0% | +2.1% | +1.8% | +2.9% |
| 30D | -1.5% | +10.1% | -11.7% | -5.7% |
| 3M | -29.8% | -1.1% | -28.7% | -29.3% |
| 6M | -33.3% | -19.8% | -13.5% | -27.3% |
| YTD | -56.9% | -20.8% | -36.1% | -53.1% |
| 1Y | -59.5% | -15.1% | -44.3% | -57.2% |
| 3Y | -26.9% | -23.2% | -3.7% | -22.1% |
| 5Y | +92.9% | -42.6% | +135.5% | +129.2% |
| 10Y | +539.5% | -38.9% | +578.4% | +578.1% |
| All | +539.5% | -37.2% | +576.7% | +578.1% |
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