+113.2%
WDC vs FICO
-57.1%
+170.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.2% | -3.5% | -7.4% |
| 7D | -18.3% | +0.4% | -18.7% | -18.2% |
| 30D | -26.7% | +1.7% | -28.3% | -26.0% |
| 3M | -40.9% | -33.0% | -7.9% | -45.6% |
| 6M | -26.8% | -33.9% | +7.1% | -34.5% |
| YTD | +88.2% | -58.5% | +146.7% | +70.2% |
| 1Y | +113.2% | -56.4% | +169.5% | +88.5% |
| All | +113.2% | -57.1% | +170.3% | +88.5% |
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