+168.5%
WMT vs FICO
+81.4%
+87.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +1.6% | -0.9% | +2.6% | +1.7% |
| 30D | +16.1% | +3.3% | +12.7% | +15.4% |
| 3M | +12.3% | -31.7% | +44.0% | +15.3% |
| 6M | -3.1% | -34.0% | +30.9% | -0.4% |
| YTD | +13.4% | -58.3% | +71.7% | +21.8% |
| 1Y | +24.5% | -57.9% | +82.4% | +33.5% |
| 3Y | +135.7% | -24.1% | +159.8% | +131.9% |
| All | +168.5% | +81.4% | +87.1% | +136.6% |
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