-58.1%
FIG vs WAT
+26.7%
-84.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.7% | -3.9% |
| 7D | -11.4% | +3.4% | -14.8% | -12.0% |
| 30D | -17.2% | +9.6% | -26.8% | -18.9% |
| 3M | -26.6% | +15.5% | -42.1% | -29.1% |
| 6M | -9.8% | +33.9% | -43.7% | -16.0% |
| YTD | -50.1% | +25.2% | -75.3% | -53.7% |
| 1Y | -58.1% | +26.3% | -84.3% | -61.1% |
| All | -58.1% | +26.7% | -84.8% | -61.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling