-80.9%
FIG vs NWSA
+2.4%
-83.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.0% |
| 7D | -14.5% | -3.1% | -11.4% | -12.2% |
| 30D | -13.3% | +4.3% | -17.6% | -15.8% |
| 3M | +7.4% | +9.2% | -1.8% | +0.3% |
| 6M | -27.8% | +21.6% | -49.4% | -36.9% |
| YTD | -41.1% | +14.2% | -55.3% | -47.5% |
| 1Y | -58.7% | +1.8% | -60.5% | -62.9% |
| All | -80.9% | +2.4% | -83.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling