+4,679.4%
WMB vs FICO
+78,963.7%
-74,284.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.5% |
| 7D | -14.2% | -0.3% | -13.9% | -14.2% |
| 30D | -11.2% | +1.7% | -13.0% | -12.1% |
| 3M | -9.9% | -35.2% | +25.3% | -3.8% |
| 6M | -14.4% | -33.7% | +19.3% | -10.2% |
| YTD | +9.2% | -58.2% | +67.4% | +24.5% |
| 1Y | +15.1% | -56.6% | +71.6% | +29.9% |
| 3Y | +99.2% | -24.0% | +123.2% | +91.2% |
| 5Y | +180.2% | +86.1% | +94.2% | +111.5% |
| 10Y | +273.7% | +522.8% | -249.1% | +113.0% |
| All | +4,679.4% | +78,963.7% | -74,284.3% | +1,658.9% |
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