-83.6%
FIG vs W
+70.1%
-153.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | 0.0% |
| 7D | +2.6% | -1.7% | +4.3% | +2.8% |
| 30D | -13.1% | +3.2% | -16.3% | -12.9% |
| 3M | -20.3% | +8.3% | -28.6% | -20.5% |
| 6M | -2.1% | +84.3% | -86.4% | -1.7% |
| YTD | -49.4% | +11.0% | -60.4% | -50.5% |
| 1Y | -57.0% | -0.2% | -56.8% | -58.6% |
| All | -83.6% | +70.1% | -153.7% | -80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling