-83.2%
FIG vs W
+78.3%
-161.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.6% | -1.5% | +2.7% |
| 7D | -12.6% | +3.3% | -15.9% | -12.6% |
| 30D | -13.8% | +10.5% | -24.3% | -14.2% |
| 3M | -16.7% | +9.6% | -26.3% | -17.1% |
| 6M | -6.1% | +76.4% | -82.5% | -6.4% |
| YTD | -48.1% | +16.4% | -64.5% | -49.5% |
| 1Y | -56.2% | +9.3% | -65.5% | -57.6% |
| All | -83.2% | +78.3% | -161.5% | -80.2% |
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