+118.2%
WFC vs FICO
+535.6%
-417.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.6% | +0.1% |
| 7D | +0.9% | +0.9% | 0.0% | +0.6% |
| 30D | +3.3% | +9.4% | -6.2% | +0.4% |
| 3M | -1.4% | -30.4% | +29.0% | +4.9% |
| 6M | +14.7% | -35.1% | +49.8% | +22.3% |
| YTD | -5.9% | -56.8% | +50.9% | +11.1% |
| 1Y | +1.8% | -58.4% | +60.2% | +21.4% |
| 3Y | +124.9% | -26.7% | +151.6% | +112.2% |
| 5Y | +92.7% | +88.0% | +4.7% | +24.0% |
| 10Y | +118.2% | +545.7% | -427.5% | -18.7% |
| All | +118.2% | +535.6% | -417.3% | -18.7% |
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