-79.1%
FIG vs WEC
+2.4%
-81.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.6% | -5.0% |
| 7D | -16.3% | -0.3% | -16.0% | -16.5% |
| 30D | -14.3% | -1.3% | -13.0% | -15.0% |
| 3M | +7.2% | -3.9% | +11.1% | +5.3% |
| 6M | -18.6% | -8.3% | -10.3% | -22.3% |
| YTD | -35.5% | +3.1% | -38.5% | -30.9% |
| 1Y | -55.8% | +1.9% | -57.7% | -50.4% |
| All | -79.1% | +2.4% | -81.5% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling