-80.9%
FIG vs NWSA
+2.0%
-83.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -2.7% |
| 7D | -14.5% | -3.4% | -11.1% | -11.9% |
| 30D | -13.3% | +3.9% | -17.2% | -15.6% |
| 3M | +7.4% | +8.9% | -1.4% | +0.6% |
| 6M | -27.8% | +21.2% | -49.0% | -36.7% |
| YTD | -41.1% | +13.8% | -54.9% | -47.3% |
| 1Y | -58.7% | +1.4% | -60.1% | -62.8% |
| All | -80.9% | +2.0% | -83.0% | -82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling