-57.9%
FICO vs WWD
+21.1%
-79.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -0.4% |
| 7D | -0.9% | +4.2% | -5.1% | -0.9% |
| 30D | +3.3% | -2.1% | +5.5% | +3.3% |
| 3M | -31.7% | -13.2% | -18.5% | -31.5% |
| 6M | -34.0% | -16.9% | -17.1% | -33.7% |
| YTD | -58.3% | +5.2% | -63.6% | -59.0% |
| 1Y | -57.9% | +20.6% | -78.5% | -60.5% |
| All | -57.9% | +21.1% | -79.0% | -60.5% |
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 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