+533.3%
WDC vs FICO
+84.1%
+449.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | +0.9% | -18.3% | -17.4% |
| 7D | -32.3% | -0.3% | -32.1% | -32.3% |
| 30D | -34.9% | +1.7% | -36.6% | -35.3% |
| 3M | -48.4% | -35.2% | -13.2% | -46.6% |
| 6M | -42.4% | -33.7% | -8.8% | -42.7% |
| YTD | +55.5% | -58.2% | +113.7% | +71.3% |
| 1Y | +67.5% | -56.6% | +124.1% | +82.4% |
| 3Y | +727.3% | -24.0% | +751.2% | +627.7% |
| 5Y | +533.3% | +86.1% | +447.3% | +351.0% |
| All | +533.3% | +84.1% | +449.3% | +351.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling