-80.3%
FIG vs WEC
+3.4%
-83.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.1% | -6.7% | -4.8% |
| 7D | -16.4% | +0.8% | -17.2% | -15.8% |
| 30D | -2.3% | +0.3% | -2.7% | -1.7% |
| 3M | +7.8% | -2.9% | +10.7% | +6.9% |
| 6M | -21.8% | -5.9% | -15.9% | -23.5% |
| YTD | -39.1% | +4.1% | -43.3% | -34.2% |
| 1Y | -56.6% | +3.1% | -59.8% | -50.8% |
| All | -80.3% | +3.4% | -83.7% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling