+2,541.6%
FICO vs WU
-19.6%
+2,561.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.2% |
| 7D | -19.2% | -0.8% | -18.4% | -18.8% |
| 30D | -14.6% | -1.1% | -13.5% | -14.1% |
| 3M | -20.1% | -3.9% | -16.2% | -19.6% |
| 6M | -36.3% | -20.7% | -15.7% | -30.3% |
| YTD | -44.9% | -18.4% | -26.5% | -40.6% |
| 1Y | -38.6% | -8.1% | -30.6% | -37.9% |
| 3Y | +4.0% | -24.2% | +28.1% | +11.4% |
| 5Y | +99.5% | -50.4% | +150.0% | +154.9% |
| 10Y | +604.7% | -40.0% | +644.7% | +689.4% |
| All | +2,541.6% | -19.6% | +2,561.2% | +2,129.9% |
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 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