+78,645.2%
FICO vs WY
+618.3%
+78,026.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.8% |
| 7D | -0.9% | +3.1% | -4.0% | -2.4% |
| 30D | +3.3% | +13.0% | -9.6% | -1.8% |
| 3M | -31.7% | -16.8% | -14.9% | -26.8% |
| 6M | -34.0% | -11.2% | -22.8% | -31.2% |
| YTD | -58.3% | -9.1% | -49.2% | -57.2% |
| 1Y | -57.9% | -4.8% | -53.2% | -57.6% |
| 3Y | -24.1% | -25.3% | +1.2% | -17.1% |
| 5Y | +85.3% | -33.2% | +118.5% | +111.1% |
| 10Y | +520.3% | +6.6% | +513.7% | +461.9% |
| All | +78,645.2% | +618.3% | +78,026.9% | +46,273.9% |
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 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