+61.5%
WDC vs FICO
-58.2%
+119.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.5% |
| 7D | -28.0% | -0.9% | -27.0% | -28.1% |
| 30D | -34.9% | +3.3% | -38.3% | -34.1% |
| 3M | -41.6% | -31.7% | -9.8% | -46.0% |
| 6M | -45.4% | -34.0% | -11.4% | -51.1% |
| YTD | +53.3% | -58.3% | +111.6% | +36.8% |
| 1Y | +61.5% | -57.9% | +119.5% | +43.6% |
| All | +61.5% | -58.2% | +119.7% | +43.6% |
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