+132.9%
WFC vs FICO
+4.8%
+128.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -16.7% | +17.6% | +2.9% |
| 7D | +3.8% | -19.2% | +23.0% | +6.3% |
| 30D | +1.5% | -14.6% | +16.1% | +3.0% |
| 3M | +10.9% | -20.1% | +31.0% | +12.7% |
| 6M | +8.4% | -36.3% | +44.7% | +13.9% |
| YTD | -1.9% | -44.9% | +43.0% | +5.4% |
| 1Y | +12.3% | -38.6% | +51.0% | +17.6% |
| All | +132.9% | +4.8% | +128.1% | +135.4% |
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