+118.7%
WFC vs FICO
-24.0%
+142.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.1% |
| 7D | 0.0% | -0.3% | +0.2% | 0.0% |
| 30D | +4.0% | +1.7% | +2.3% | +3.6% |
| 3M | -4.4% | -35.2% | +30.8% | -0.7% |
| 6M | +7.4% | -33.7% | +41.0% | +9.8% |
| YTD | -7.5% | -58.2% | +50.6% | +1.5% |
| 1Y | -0.3% | -56.6% | +56.2% | +8.5% |
| All | +118.7% | -24.0% | +142.6% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling