+502.1%
FICO vs WWD
+442.6%
+59.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.0% | +6.9% | +3.2% |
| 7D | -0.3% | -2.6% | +2.3% | +0.5% |
| 30D | +1.7% | -7.7% | +9.4% | +4.3% |
| 3M | -35.2% | -17.7% | -17.5% | -30.8% |
| 6M | -33.7% | -15.9% | -17.7% | -30.5% |
| YTD | -58.2% | +1.8% | -59.9% | -60.4% |
| 1Y | -56.6% | +17.4% | -74.0% | -61.6% |
| 3Y | -24.0% | +137.1% | -161.1% | -52.3% |
| 5Y | +86.1% | +162.4% | -76.3% | +8.2% |
| All | +502.1% | +442.6% | +59.5% | +160.7% |
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