-83.7%
FIG vs WEC
+11.9%
-95.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +0.6% |
| 7D | -13.1% | -0.2% | -12.9% | -13.3% |
| 30D | -13.0% | +12.3% | -25.3% | -5.1% |
| 3M | -21.5% | +8.3% | -29.8% | -16.8% |
| 6M | -2.5% | +3.5% | -5.9% | +1.9% |
| YTD | -49.7% | +12.7% | -62.4% | -42.5% |
| 1Y | -59.1% | +8.2% | -67.3% | -54.3% |
| All | -83.7% | +11.9% | -95.7% | -80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling