-1.1%
WM vs FICO
-39.1%
+38.0%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.7% | +15.5% | +0.2% |
| 7D | -0.3% | -19.2% | +18.9% | +1.4% |
| 30D | -2.4% | -14.6% | +12.2% | -1.2% |
| 3M | +0.4% | -20.1% | +20.5% | +2.5% |
| 6M | -9.5% | -36.3% | +26.8% | -6.4% |
| YTD | +0.5% | -44.9% | +45.4% | +4.3% |
| 1Y | -1.1% | -38.6% | +37.5% | +3.2% |
| All | -1.1% | -39.1% | +38.0% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling