-83.2%
FIG vs WAT
+56.0%
-139.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | +3.4% | +0.6% | +2.8% | +3.2% |
| 30D | -9.5% | +5.4% | -14.9% | -10.4% |
| 3M | -26.2% | +11.3% | -37.5% | -27.9% |
| 6M | +2.7% | +37.4% | -34.7% | -4.3% |
| YTD | -48.0% | +21.2% | -69.1% | -50.8% |
| 1Y | -52.0% | +21.3% | -73.4% | -54.8% |
| All | -83.2% | +56.0% | -139.2% | -85.4% |
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