-80.8%
FIG vs NWSA
+1.6%
-82.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.2% |
| 7D | -12.2% | -4.8% | -7.5% | -8.6% |
| 30D | -11.0% | +3.0% | -13.9% | -12.7% |
| 3M | +11.9% | +9.3% | +2.6% | +4.6% |
| 6M | -21.9% | +23.2% | -45.1% | -32.1% |
| YTD | -40.8% | +13.3% | -54.1% | -46.8% |
| 1Y | -56.6% | +2.9% | -59.5% | -60.2% |
| All | -80.8% | +1.6% | -82.4% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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