+17.1%
WBD vs FICO
+509.4%
-492.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.7% | -60.7% | +95.4% | +41.2% |
| 7D | +34.7% | -60.7% | +95.4% | +41.2% |
| 30D | +34.7% | -60.7% | +95.4% | +41.2% |
| 3M | +34.7% | -60.7% | +95.4% | +41.2% |
| 6M | +34.7% | -60.7% | +95.4% | +41.2% |
| YTD | +34.7% | -60.7% | +95.4% | +41.2% |
| 1Y | +63.0% | -62.7% | +125.7% | +73.0% |
| 3Y | +206.7% | -20.0% | +226.8% | +148.3% |
| 5Y | +18.4% | +74.2% | -55.9% | -25.6% |
| All | +17.1% | +509.4% | -492.4% | -52.8% |
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