-58.7%
FIG vs W
+15.1%
-73.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.4% | -3.3% |
| 7D | -14.5% | +5.9% | -20.4% | -15.0% |
| 30D | -13.3% | -3.0% | -10.3% | -13.1% |
| 3M | +7.4% | +40.3% | -32.9% | +4.9% |
| 6M | -27.8% | +32.2% | -60.0% | -29.1% |
| YTD | -41.1% | -0.3% | -40.8% | -42.0% |
| 1Y | -58.7% | +16.2% | -74.9% | -59.5% |
| All | -58.7% | +15.1% | -73.8% | -59.5% |
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