+128.7%
WBD vs FICO
-39.3%
+168.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -16.7% | +16.3% | +0.3% |
| 7D | -1.8% | -19.2% | +17.4% | -1.0% |
| 30D | +8.8% | -14.6% | +23.4% | +9.4% |
| 3M | +4.6% | -20.1% | +24.7% | +5.4% |
| 6M | +1.1% | -36.3% | +37.4% | +3.6% |
| YTD | -2.0% | -44.9% | +42.9% | +2.2% |
| All | +128.7% | -39.3% | +168.0% | +143.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling