+541.4%
FICO vs WWD
+439.4%
+102.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +2.2% | +4.0% | -1.7% | +0.7% |
| 30D | +0.1% | +0.4% | -0.3% | -0.6% |
| 3M | -35.2% | -7.9% | -27.2% | -33.7% |
| 6M | -32.4% | -10.6% | -21.7% | -30.6% |
| YTD | -57.4% | +9.4% | -66.8% | -60.8% |
| 1Y | -58.5% | +25.7% | -84.3% | -64.3% |
| 3Y | -28.9% | +148.5% | -177.4% | -56.2% |
| 5Y | +91.7% | +189.5% | -97.8% | +6.9% |
| All | +541.4% | +439.4% | +102.0% | +163.7% |
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