+86.8%
WFC vs FICO
+81.4%
+5.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.2% | -0.9% | +2.2% | +1.4% |
| 30D | +5.2% | +3.3% | +1.9% | +4.3% |
| 3M | -3.0% | -31.7% | +28.7% | +1.2% |
| 6M | +6.2% | -34.0% | +40.2% | +10.0% |
| YTD | -7.9% | -58.3% | +50.4% | +3.7% |
| 1Y | +0.3% | -57.9% | +58.2% | +12.5% |
| 3Y | +117.7% | -24.1% | +141.8% | +109.2% |
| All | +86.8% | +81.4% | +5.3% | +45.5% |
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 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