+526.6%
WMT vs FICO
+544.0%
-17.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.2% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | +12.9% | +8.4% | +4.4% | +11.4% |
| 3M | +12.6% | -30.5% | +43.1% | +16.4% |
| 6M | -3.4% | -35.7% | +32.3% | +0.4% |
| YTD | +13.5% | -57.2% | +70.7% | +23.7% |
| 1Y | +23.5% | -58.4% | +81.9% | +35.0% |
| 3Y | +137.3% | -24.8% | +162.2% | +132.3% |
| 5Y | +167.9% | +79.3% | +88.7% | +123.3% |
| 10Y | +526.6% | +531.6% | -5.1% | +297.4% |
| All | +526.6% | +544.0% | -17.4% | +297.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling