-56.4%
FICO vs WY
+0.3%
-56.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.6% | -8.9% | -5.1% |
| 7D | +0.4% | +13.3% | -12.9% | -4.2% |
| 30D | +1.7% | +17.6% | -16.0% | -4.4% |
| 3M | -33.0% | -15.0% | -18.0% | -29.6% |
| 6M | -33.9% | -5.9% | -28.0% | -32.7% |
| YTD | -58.5% | -5.7% | -52.8% | -58.3% |
| 1Y | -56.4% | -0.2% | -56.1% | -56.4% |
| All | -56.4% | +0.3% | -56.7% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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