+172.7%
WMT vs FICO
+87.6%
+85.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -1.2% | +1.4% | -2.6% | -1.3% |
| 30D | +12.4% | -0.8% | +13.2% | +12.3% |
| 3M | +9.0% | -31.3% | +40.3% | +11.9% |
| 6M | -3.0% | -33.9% | +31.0% | -0.3% |
| YTD | +14.0% | -57.6% | +71.6% | +22.2% |
| 1Y | +23.0% | -59.7% | +82.7% | +32.6% |
| 3Y | +135.1% | -28.0% | +163.1% | +133.1% |
| 5Y | +172.7% | +91.0% | +81.8% | +140.2% |
| All | +172.7% | +87.6% | +85.2% | +140.2% |
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