+101.1%
WMB vs FICO
-24.0%
+125.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.3% |
| 7D | -14.2% | -0.3% | -13.9% | -14.2% |
| 30D | -11.2% | +1.7% | -13.0% | -11.4% |
| 3M | -9.9% | -35.2% | +25.3% | -9.1% |
| 6M | -14.4% | -33.7% | +19.3% | -14.2% |
| YTD | +9.2% | -58.2% | +67.4% | +13.9% |
| 1Y | +15.1% | -56.6% | +71.6% | +19.4% |
| All | +101.1% | -24.0% | +125.0% | +104.5% |
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