+88.0%
FICO vs WWD
+188.4%
-100.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +0.9% | +0.4% | +0.4% | +0.6% |
| 30D | +9.4% | -0.4% | +9.9% | +9.2% |
| 3M | -30.4% | -6.1% | -24.3% | -29.6% |
| 6M | -35.1% | -9.5% | -25.6% | -34.0% |
| YTD | -56.8% | +10.8% | -67.6% | -60.0% |
| 1Y | -58.4% | +23.5% | -81.9% | -63.3% |
| 3Y | -26.7% | +151.3% | -178.0% | -53.9% |
| 5Y | +88.0% | +187.8% | -99.8% | +6.3% |
| All | +88.0% | +188.4% | -100.3% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling