+305.6%
WM vs FICO
+605.7%
-300.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.7% | +15.5% | +1.6% |
| 7D | -0.3% | -19.2% | +18.9% | +3.1% |
| 30D | -2.4% | -14.6% | +12.2% | -0.2% |
| 3M | +0.4% | -20.1% | +20.5% | +3.5% |
| 6M | -9.5% | -36.3% | +26.8% | -3.7% |
| YTD | +0.5% | -44.9% | +45.4% | +9.5% |
| 1Y | -1.1% | -38.6% | +37.5% | +4.8% |
| 3Y | +46.0% | +4.0% | +42.0% | +33.9% |
| 5Y | +51.8% | +99.5% | -47.7% | +15.9% |
| All | +305.6% | +605.7% | -300.1% | +109.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling