-51.7%
FIG vs WEC
+9.7%
-61.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.3% | +2.9% | +6.7% |
| 7D | -4.7% | +6.9% | -11.5% | -0.1% |
| 30D | +0.5% | +16.6% | -16.0% | +12.8% |
| 3M | -18.4% | +9.1% | -27.5% | -13.3% |
| 6M | +10.9% | +3.2% | +7.7% | +15.9% |
| YTD | -40.8% | +14.9% | -55.7% | -28.0% |
| 1Y | -51.7% | +9.2% | -60.9% | -43.5% |
| All | -51.7% | +9.7% | -61.4% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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