-83.7%
FIG vs W
+70.5%
-154.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.5% | +2.1% |
| 7D | -13.1% | -3.6% | -9.5% | -12.6% |
| 30D | -13.0% | +7.0% | -20.0% | -13.1% |
| 3M | -21.5% | +7.4% | -28.9% | -21.7% |
| 6M | -2.5% | +69.3% | -71.8% | -2.3% |
| YTD | -49.7% | +11.3% | -60.9% | -50.8% |
| 1Y | -59.1% | +13.2% | -72.3% | -59.7% |
| All | -83.7% | +70.5% | -154.2% | -80.7% |
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 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