+116.4%
WFC vs FICO
-24.3%
+140.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +0.6% | -0.9% | +1.6% | +0.7% |
| 30D | +4.6% | +3.3% | +1.2% | +3.9% |
| 3M | -3.6% | -31.7% | +28.1% | -0.6% |
| 6M | +5.6% | -34.0% | +39.5% | +8.0% |
| YTD | -8.5% | -58.3% | +49.9% | +0.6% |
| 1Y | -0.3% | -57.9% | +57.6% | +9.2% |
| 3Y | +116.4% | -24.1% | +140.5% | +151.0% |
| All | +116.4% | -24.3% | +140.7% | +151.0% |
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 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