-51.7%
FIG vs W
+21.5%
-73.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +11.0% | -5.8% | +3.7% |
| 7D | -4.7% | +8.4% | -13.0% | -5.8% |
| 30D | +0.5% | +16.5% | -16.0% | -1.6% |
| 3M | -18.4% | +6.4% | -24.8% | -19.4% |
| 6M | +10.9% | +90.5% | -79.7% | +4.9% |
| YTD | -40.8% | +23.1% | -63.8% | -43.8% |
| 1Y | -51.7% | +24.3% | -76.0% | -54.1% |
| All | -51.7% | +21.5% | -73.2% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling