+298.2%
WBD vs FICO
+2,502.1%
-2,203.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -16.7% | +16.3% | +4.8% |
| 7D | -1.8% | -19.2% | +17.4% | +4.3% |
| 30D | +8.8% | -14.6% | +23.4% | +13.2% |
| 3M | +4.6% | -20.1% | +24.7% | +9.7% |
| 6M | +1.1% | -36.3% | +37.4% | +11.8% |
| YTD | -2.0% | -44.9% | +42.9% | +13.1% |
| 1Y | +140.0% | -38.6% | +178.6% | +163.0% |
| 3Y | +144.4% | +4.0% | +140.4% | +116.3% |
| 5Y | -0.2% | +99.5% | -99.7% | -31.3% |
| 10Y | +9.1% | +604.7% | -595.6% | -56.9% |
| All | +298.2% | +2,502.1% | -2,203.9% | -39.3% |
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