+94.0%
FICO vs WU
-42.5%
+136.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.9% |
| 7D | +4.0% | +2.1% | +1.8% | +3.0% |
| 30D | -1.5% | +10.1% | -11.7% | -5.1% |
| 3M | -29.8% | -1.1% | -28.7% | -29.5% |
| 6M | -33.3% | -19.8% | -13.5% | -28.4% |
| YTD | -56.9% | -20.8% | -36.1% | -53.8% |
| 1Y | -59.5% | -15.1% | -44.3% | -57.6% |
| 3Y | -26.9% | -23.2% | -3.7% | -23.1% |
| All | +94.0% | -42.5% | +136.6% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling