-38.6%
FICO vs WY
-5.4%
-33.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.1% | -16.6% | -16.7% |
| 7D | -19.2% | -2.6% | -16.6% | -18.4% |
| 30D | -14.6% | -10.9% | -3.7% | -11.3% |
| 3M | -20.1% | -6.0% | -14.1% | -18.2% |
| 6M | -36.3% | -5.6% | -30.7% | -34.9% |
| YTD | -44.9% | -1.1% | -43.7% | -45.0% |
| 1Y | -38.6% | -7.5% | -31.2% | -36.3% |
| All | -38.6% | -5.4% | -33.2% | -36.3% |
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