+47.5%
WM vs FICO
-24.7%
+72.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.9% | +1.9% |
| 7D | +5.9% | +0.4% | +5.5% | +5.9% |
| 30D | +15.4% | +1.7% | +13.7% | +15.1% |
| 3M | +6.3% | -33.0% | +39.4% | +9.2% |
| 6M | +5.6% | -33.9% | +39.5% | +8.5% |
| YTD | +9.9% | -58.5% | +68.5% | +17.1% |
| 1Y | +20.8% | -56.4% | +77.2% | +28.2% |
| All | +47.5% | -24.7% | +72.2% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling