+1,932.8%
FICO vs WU
-22.9%
+1,955.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.0% |
| 7D | +1.4% | -5.3% | +6.7% | +3.9% |
| 30D | -0.8% | +9.0% | -9.8% | -4.8% |
| 3M | -31.3% | -3.6% | -27.7% | -29.9% |
| 6M | -33.9% | -19.4% | -14.5% | -27.7% |
| YTD | -57.6% | -21.7% | -35.9% | -53.3% |
| 1Y | -59.7% | -16.1% | -43.5% | -57.0% |
| 3Y | -28.0% | -24.1% | -3.9% | -22.4% |
| 5Y | +91.0% | -44.1% | +135.1% | +131.3% |
| 10Y | +529.4% | -39.6% | +569.0% | +604.7% |
| All | +1,932.8% | -22.9% | +1,955.6% | +1,654.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling