+8,381.3%
WFC vs FICO
+78,251.7%
-69,870.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.2% | +5.4% | +2.9% |
| 7D | +4.5% | +0.4% | +4.1% | +4.4% |
| 30D | +7.4% | +1.7% | +5.7% | +6.4% |
| 3M | -0.5% | -33.0% | +32.5% | +5.5% |
| 6M | +11.7% | -33.9% | +45.6% | +17.4% |
| YTD | -4.6% | -58.5% | +53.9% | +9.3% |
| 1Y | +2.5% | -56.4% | +58.9% | +16.1% |
| 3Y | +123.9% | -24.7% | +148.6% | +119.2% |
| 5Y | +94.3% | +83.1% | +11.2% | +53.3% |
| 10Y | +156.0% | +517.2% | -361.2% | +54.4% |
| All | +8,381.3% | +78,251.7% | -69,870.4% | +3,283.9% |
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