+28,817.6%
WM vs FICO
+78,251.7%
-49,434.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.9% | +2.0% |
| 7D | +5.9% | +0.4% | +5.5% | +5.9% |
| 30D | +15.4% | +1.7% | +13.7% | +14.9% |
| 3M | +6.3% | -33.0% | +39.4% | +10.4% |
| 6M | +5.6% | -33.9% | +39.5% | +9.3% |
| YTD | +9.9% | -58.5% | +68.5% | +20.0% |
| 1Y | +20.8% | -56.4% | +77.2% | +31.0% |
| 3Y | +48.5% | -24.7% | +73.2% | +46.9% |
| 5Y | +60.6% | +83.1% | -22.5% | +38.6% |
| 10Y | +349.8% | +517.2% | -167.4% | +227.8% |
| All | +28,817.6% | +78,251.7% | -49,434.1% | +15,817.7% |
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