+539.5%
FICO vs WWD
+468.3%
+71.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.8% |
| 7D | +4.0% | +3.7% | +0.2% | +2.3% |
| 30D | -1.5% | +1.8% | -3.3% | -2.6% |
| 3M | -29.8% | -5.0% | -24.8% | -29.2% |
| 6M | -33.3% | -8.4% | -24.9% | -32.2% |
| YTD | -56.9% | +12.3% | -69.2% | -60.7% |
| 1Y | -59.5% | +26.2% | -85.7% | -65.1% |
| 3Y | -26.9% | +154.6% | -181.5% | -55.4% |
| 5Y | +92.9% | +195.3% | -102.3% | +6.9% |
| 10Y | +539.5% | +466.3% | +73.2% | +164.8% |
| All | +539.5% | +468.3% | +71.1% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling