+198.5%
WMB vs FICO
+82.5%
+116.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.6% | +1.5% |
| 7D | -6.9% | +0.9% | -7.8% | -7.0% |
| 30D | -7.2% | +9.4% | -16.6% | -7.9% |
| 3M | -5.4% | -30.4% | +25.0% | -3.9% |
| 6M | -4.9% | -35.1% | +30.2% | -3.4% |
| YTD | +14.7% | -56.8% | +71.5% | +21.4% |
| 1Y | +14.7% | -58.4% | +73.1% | +21.9% |
| 3Y | +116.4% | -26.7% | +143.1% | +111.2% |
| 5Y | +198.5% | +88.0% | +110.5% | +155.2% |
| All | +198.5% | +82.5% | +116.0% | +155.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling