+218.6%
WBD vs FICO
+4,382.9%
-4,164.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +2.3% |
| 7D | +7.7% | -3.6% | +11.3% | +8.9% |
| 30D | +19.0% | -13.2% | +32.2% | +24.4% |
| 3M | +76.6% | +18.0% | +58.6% | +64.6% |
| 6M | +164.6% | -21.6% | +186.2% | +179.0% |
| YTD | +113.8% | -19.3% | +133.1% | +124.1% |
| 1Y | +176.6% | -19.3% | +196.0% | +189.6% |
| 3Y | +116.7% | +268.9% | -152.2% | +30.6% |
| 5Y | +10.1% | +263.7% | -253.6% | -36.2% |
| 10Y | -25.4% | +1,621.1% | -1,646.5% | -77.3% |
| All | +218.6% | +4,382.9% | -4,164.3% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling