+26,336.4%
WM vs FICO
+104,095.6%
-77,759.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.7% | +15.5% | +0.9% |
| 7D | -0.3% | -19.2% | +18.9% | +2.2% |
| 30D | -2.4% | -14.6% | +12.2% | -0.7% |
| 3M | +0.4% | -20.1% | +20.5% | +2.7% |
| 6M | -9.5% | -36.3% | +26.8% | -5.3% |
| YTD | +0.5% | -44.9% | +45.4% | +6.9% |
| 1Y | -1.1% | -38.6% | +37.5% | +3.2% |
| 3Y | +46.0% | +4.0% | +42.0% | +39.8% |
| 5Y | +51.8% | +99.5% | -47.7% | +31.0% |
| 10Y | +307.5% | +604.7% | -297.2% | +194.6% |
| All | +26,336.4% | +104,095.6% | -77,759.2% | +14,077.6% |
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