+129.3%
WFC vs FICO
+99.8%
+29.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -16.7% | +17.6% | +3.6% |
| 7D | +3.8% | -19.2% | +23.0% | +7.1% |
| 30D | +1.5% | -14.6% | +16.1% | +3.6% |
| 3M | +10.9% | -20.1% | +31.0% | +13.5% |
| 6M | +8.4% | -36.3% | +44.7% | +15.1% |
| YTD | -1.9% | -44.9% | +43.0% | +7.0% |
| 1Y | +12.3% | -38.6% | +51.0% | +18.8% |
| 3Y | +132.3% | +4.0% | +128.3% | +114.5% |
| All | +129.3% | +99.8% | +29.5% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling