-28.9%
FICO vs WY
-23.6%
-5.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.2% |
| 7D | +2.2% | -0.8% | +3.0% | +2.5% |
| 30D | +0.1% | +10.1% | -10.0% | -3.7% |
| 3M | -35.2% | -15.4% | -19.8% | -31.4% |
| 6M | -32.4% | -8.3% | -24.0% | -30.5% |
| YTD | -57.4% | -9.8% | -47.6% | -56.2% |
| 1Y | -58.5% | -3.9% | -54.7% | -58.4% |
| 3Y | -28.9% | -23.3% | -5.5% | -21.9% |
| All | -28.9% | -23.6% | -5.2% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling