+101.7%
FICO vs WY
-21.5%
+123.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.8% |
| 7D | -15.4% | -2.1% | -13.4% | -14.6% |
| 30D | -10.4% | -10.5% | +0.1% | -5.2% |
| 3M | -22.7% | -4.9% | -17.8% | -20.8% |
| 6M | -36.8% | -4.9% | -31.9% | -35.5% |
| YTD | -44.8% | -1.7% | -43.1% | -45.0% |
| 1Y | -39.3% | -9.4% | -29.9% | -37.0% |
| 3Y | +3.7% | -22.3% | +26.0% | +13.8% |
| 5Y | +101.7% | -20.5% | +122.3% | +121.4% |
| All | +101.7% | -21.5% | +123.2% | +121.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling