+4.4%
FICO vs WU
-23.6%
+28.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.4% |
| 7D | -19.2% | -0.8% | -18.4% | -19.0% |
| 30D | -14.6% | -1.1% | -13.5% | -14.3% |
| 3M | -20.1% | -3.9% | -16.2% | -19.3% |
| 6M | -36.3% | -20.7% | -15.7% | -32.6% |
| YTD | -44.9% | -18.4% | -26.5% | -42.1% |
| 1Y | -38.6% | -8.1% | -30.6% | -37.7% |
| All | +4.4% | -23.6% | +28.0% | +8.5% |
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