+682.0%
WDC vs FICO
+524.6%
+157.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +16.3% | +1.4% | +14.9% | +15.9% |
| 30D | -18.3% | -0.8% | -17.5% | -18.7% |
| 3M | -31.4% | -31.3% | -0.1% | -26.4% |
| 6M | -36.3% | -33.9% | -2.3% | -34.0% |
| YTD | +80.8% | -57.6% | +138.4% | +117.8% |
| 1Y | +87.7% | -59.7% | +147.4% | +131.2% |
| 3Y | +819.4% | -28.0% | +847.5% | +683.7% |
| 5Y | +583.2% | +91.0% | +492.2% | +215.5% |
| All | +682.0% | +524.6% | +157.4% | +65.7% |
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