-2.5%
FIG vs W
+67.4%
-69.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.5% | +2.3% |
| 7D | -13.1% | -3.6% | -9.5% | -12.0% |
| 30D | -13.0% | +7.0% | -20.0% | -13.3% |
| 3M | -21.5% | +7.4% | -28.9% | -22.1% |
| 6M | -2.5% | +69.3% | -71.8% | -1.5% |
| All | -2.5% | +67.4% | -69.8% | -1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling