-12.9%
WBD vs FICO
+1,413.5%
-1,426.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.8% | -0.1% |
| 7D | +1.0% | +4.8% | -3.9% | -0.5% |
| 30D | +26.7% | +2.7% | +24.1% | +25.3% |
| 3M | +91.1% | +30.5% | +60.7% | +73.7% |
| 6M | +164.8% | -16.9% | +181.8% | +173.6% |
| YTD | +114.5% | -12.6% | +127.1% | +118.1% |
| 1Y | +141.9% | -20.0% | +162.0% | +152.4% |
| 3Y | +120.7% | +298.3% | -177.6% | +37.7% |
| 5Y | +8.3% | +292.0% | -283.7% | -34.9% |
| All | -12.9% | +1,413.5% | -1,426.4% | -66.6% |
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