+17,845.4%
WDC vs FICO
+104,095.6%
-86,250.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -16.7% | +22.5% | +9.8% |
| 7D | +1.7% | -19.2% | +20.9% | +6.2% |
| 30D | -10.0% | -14.6% | +4.6% | -7.4% |
| 3M | -18.8% | -20.1% | +1.3% | -17.0% |
| 6M | +79.0% | -36.3% | +115.4% | +89.7% |
| YTD | +171.6% | -44.9% | +216.4% | +196.4% |
| 1Y | +417.4% | -38.6% | +456.0% | +444.1% |
| 3Y | +1,251.8% | +4.0% | +1,247.8% | +1,118.2% |
| 5Y | +911.7% | +99.5% | +812.2% | +654.6% |
| 10Y | +1,399.6% | +604.7% | +795.0% | +744.6% |
| All | +17,845.4% | +104,095.6% | -86,250.2% | +5,063.5% |
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 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