-80.9%
FIG vs WBD
+111.4%
-192.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.1% |
| 7D | -14.5% | -1.7% | -12.8% | -14.1% |
| 30D | -13.3% | +3.9% | -17.2% | -13.9% |
| 3M | +7.4% | +5.1% | +2.3% | +6.3% |
| 6M | -27.8% | +0.6% | -28.4% | -27.8% |
| YTD | -41.1% | -3.2% | -37.9% | -40.7% |
| 1Y | -58.7% | +127.7% | -186.4% | -69.9% |
| All | -80.9% | +111.4% | -192.4% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 3y: compounded portfolio wealth divided by compounded WBD 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…
3y analysis · Full analysis span regression · 6 months rolling