-28.9%
FICO vs WU
-23.0%
-5.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.1% |
| 7D | +2.2% | -2.0% | +4.3% | +2.9% |
| 30D | +0.1% | +11.4% | -11.3% | -3.6% |
| 3M | -35.2% | -6.8% | -28.3% | -34.0% |
| 6M | -32.4% | -14.6% | -17.7% | -29.6% |
| YTD | -57.4% | -20.6% | -36.8% | -55.0% |
| 1Y | -58.5% | -15.4% | -43.2% | -57.0% |
| 3Y | -28.9% | -23.6% | -5.2% | -23.9% |
| All | -28.9% | -23.0% | -5.8% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling