-80.3%
FIG vs W
+52.5%
-132.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.5% | -6.2% | -5.7% |
| 7D | -16.4% | +6.5% | -22.8% | -16.6% |
| 30D | -2.3% | -6.2% | +3.9% | -2.0% |
| 3M | +7.8% | +48.9% | -41.1% | +8.0% |
| 6M | -21.8% | +31.2% | -53.0% | -21.7% |
| YTD | -39.1% | -0.4% | -38.7% | -40.3% |
| 1Y | -56.6% | +14.8% | -71.5% | -56.5% |
| All | -80.3% | +52.5% | -132.8% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling