+8,126.2%
WFC vs FICO
+78,963.7%
-70,837.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.2% |
| 7D | 0.0% | -0.3% | +0.2% | 0.0% |
| 30D | +4.0% | +1.7% | +2.3% | +3.1% |
| 3M | -4.4% | -35.2% | +30.8% | +2.1% |
| 6M | +7.4% | -33.7% | +41.0% | +12.8% |
| YTD | -7.5% | -58.2% | +50.6% | +5.8% |
| 1Y | -0.3% | -56.6% | +56.2% | +12.9% |
| 3Y | +117.2% | -24.0% | +141.2% | +112.2% |
| 5Y | +89.2% | +86.1% | +3.1% | +48.7% |
| 10Y | +148.3% | +522.8% | -374.5% | +49.4% |
| All | +8,126.2% | +78,963.7% | -70,837.5% | +3,175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling