-52.0%
FIG vs W
+0.7%
-52.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | +3.4% | +0.2% | +3.2% | +3.4% |
| 30D | -9.5% | +6.8% | -16.3% | -9.8% |
| 3M | -26.2% | +10.7% | -36.9% | -26.9% |
| 6M | +2.7% | +86.3% | -83.7% | -1.9% |
| YTD | -48.0% | +11.5% | -59.4% | -49.8% |
| 1Y | -52.0% | +5.1% | -57.1% | -53.7% |
| All | -52.0% | +0.7% | -52.8% | -53.7% |
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