-80.8%
FIG vs WAT
+36.1%
-117.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -12.2% | -2.9% | -9.3% | -11.6% |
| 30D | -11.0% | -3.2% | -7.8% | -10.3% |
| 3M | +11.9% | +10.6% | +1.3% | +9.3% |
| 6M | -21.9% | +34.0% | -56.0% | -26.8% |
| YTD | -40.8% | +5.7% | -46.5% | -42.3% |
| 1Y | -56.6% | +37.1% | -93.7% | -60.8% |
| All | -80.8% | +36.1% | -117.0% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling