-58.4%
FICO vs WWD
+25.7%
-84.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +0.9% | +0.4% | +0.4% | +0.8% |
| 30D | +9.4% | -0.4% | +9.9% | +9.4% |
| 3M | -30.4% | -6.1% | -24.3% | -30.3% |
| 6M | -35.1% | -9.5% | -25.6% | -34.9% |
| YTD | -56.8% | +10.8% | -67.6% | -57.4% |
| 1Y | -58.4% | +23.5% | -81.9% | -60.6% |
| All | -58.4% | +25.7% | -84.1% | -60.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling