+81,361.1%
FICO vs WY
+607.0%
+80,754.1%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +4.0% | -5.1% | +9.0% | +6.1% |
| 30D | -1.5% | +9.0% | -10.5% | -5.1% |
| 3M | -29.8% | -16.7% | -13.1% | -24.8% |
| 6M | -33.3% | -10.3% | -23.0% | -30.8% |
| YTD | -56.9% | -10.5% | -46.4% | -55.4% |
| 1Y | -59.5% | -5.9% | -53.6% | -58.9% |
| 3Y | -26.9% | -24.7% | -2.2% | -20.5% |
| 5Y | +92.9% | -31.5% | +124.4% | +117.8% |
| 10Y | +539.5% | +4.7% | +534.8% | +483.2% |
| All | +81,361.1% | +607.0% | +80,754.1% | +48,166.0% |
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