+427.1%
WMT vs FICO
+606.0%
-178.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.7% | +15.5% | +0.9% |
| 7D | +3.9% | -19.2% | +23.1% | +6.6% |
| 30D | -4.4% | -14.6% | +10.2% | -2.8% |
| 3M | -8.8% | -20.1% | +11.3% | -6.7% |
| 6M | -15.6% | -36.3% | +20.7% | -11.7% |
| YTD | -3.2% | -44.9% | +41.6% | +3.2% |
| 1Y | +7.0% | -38.6% | +45.7% | +11.7% |
| 3Y | +105.3% | +4.0% | +101.3% | +93.9% |
| 5Y | +129.3% | +99.5% | +29.7% | +91.2% |
| All | +427.1% | +606.0% | -178.9% | +236.3% |
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