+104,095.6%
FICO vs WY
+688.1%
+103,407.5%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.8% | -17.5% | -17.0% |
| 7D | -19.2% | -1.7% | -17.5% | -18.7% |
| 30D | -14.6% | -10.1% | -4.5% | -10.9% |
| 3M | -20.1% | -5.1% | -15.0% | -18.6% |
| 6M | -36.3% | -4.8% | -31.5% | -35.3% |
| YTD | -44.9% | -0.2% | -44.6% | -45.2% |
| 1Y | -38.6% | -6.6% | -32.0% | -37.6% |
| 3Y | +4.0% | -22.7% | +26.7% | +12.2% |
| 5Y | +99.5% | -22.2% | +121.7% | +114.1% |
| 10Y | +604.7% | +7.3% | +597.4% | +535.5% |
| All | +104,095.6% | +688.1% | +103,407.5% | +59,209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling