+538.9%
FICO vs WY
+3.3%
+535.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.1% |
| 7D | +1.4% | -5.4% | +6.8% | +4.3% |
| 30D | -0.8% | +7.9% | -8.6% | -5.0% |
| 3M | -31.3% | -16.6% | -14.7% | -24.9% |
| 6M | -33.9% | -11.2% | -22.7% | -30.4% |
| YTD | -57.6% | -11.3% | -46.2% | -55.6% |
| 1Y | -59.7% | -5.5% | -54.1% | -59.2% |
| 3Y | -28.0% | -25.4% | -2.6% | -19.9% |
| 5Y | +91.0% | -32.4% | +123.3% | +122.5% |
| All | +538.9% | +3.3% | +535.6% | +444.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling