+76.9%
FICO vs WY
-34.0%
+110.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +1.1% |
| 7D | -0.9% | +3.1% | -4.0% | -2.8% |
| 30D | +3.3% | +13.0% | -9.6% | -3.5% |
| 3M | -31.7% | -16.8% | -14.9% | -25.1% |
| 6M | -34.0% | -11.2% | -22.8% | -30.4% |
| YTD | -58.3% | -9.1% | -49.2% | -56.9% |
| 1Y | -57.9% | -4.8% | -53.2% | -57.7% |
| 3Y | -24.1% | -25.3% | +1.2% | -15.7% |
| All | +76.9% | -34.0% | +110.9% | +102.1% |
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