+12.7%
WBD vs FICO
+606.0%
-593.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -16.7% | +16.3% | +3.9% |
| 7D | -1.8% | -19.2% | +17.4% | +3.3% |
| 30D | +8.8% | -14.6% | +23.4% | +12.5% |
| 3M | +4.6% | -20.1% | +24.7% | +8.8% |
| 6M | +1.1% | -36.3% | +37.4% | +10.4% |
| YTD | -2.0% | -44.9% | +42.9% | +11.3% |
| 1Y | +140.0% | -38.6% | +178.6% | +160.0% |
| 3Y | +144.4% | +4.0% | +140.4% | +118.6% |
| 5Y | -0.2% | +99.5% | -99.7% | -28.6% |
| All | +12.7% | +606.0% | -593.3% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling