-24.8%
FICO vs WWD
+157.3%
-182.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.9% | -2.2% | +1.8% |
| 7D | -0.1% | +4.2% | -4.2% | -0.9% |
| 30D | +8.4% | -0.8% | +9.2% | +8.4% |
| 3M | -30.5% | -8.2% | -22.3% | -29.6% |
| 6M | -35.7% | -9.8% | -25.9% | -34.9% |
| YTD | -57.2% | +10.4% | -67.6% | -59.7% |
| 1Y | -58.4% | +25.5% | -83.9% | -62.7% |
| 3Y | -24.8% | +155.8% | -180.6% | -47.6% |
| All | -24.8% | +157.3% | -182.1% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling