+603.9%
FICO vs WWD
+485.4%
+118.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.1% | -17.8% | -17.1% |
| 7D | -19.2% | +1.3% | -20.5% | -19.7% |
| 30D | -14.6% | -7.2% | -7.4% | -12.3% |
| 3M | -20.1% | -3.8% | -16.3% | -19.6% |
| 6M | -36.3% | -9.9% | -26.4% | -34.8% |
| YTD | -44.9% | +14.8% | -59.7% | -49.8% |
| 1Y | -38.6% | +42.1% | -80.7% | -49.5% |
| 3Y | +4.0% | +170.8% | -166.8% | -37.9% |
| 5Y | +99.5% | +197.5% | -98.0% | +10.8% |
| All | +603.9% | +485.4% | +118.4% | +169.5% |
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