-83.6%
FIG vs WEC
+13.5%
-97.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +2.1% |
| 7D | -14.3% | -0.5% | -13.7% | -14.6% |
| 30D | -13.6% | +12.0% | -25.6% | -6.2% |
| 3M | -23.7% | +11.1% | -34.8% | -17.7% |
| 6M | -5.4% | +6.0% | -11.4% | +0.4% |
| YTD | -49.2% | +14.3% | -63.5% | -41.5% |
| 1Y | -57.4% | +8.0% | -65.3% | -52.5% |
| All | -83.6% | +13.5% | -97.1% | -80.4% |
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