-83.2%
FIG vs WM
+3.9%
-87.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | -12.6% | -0.5% | -12.1% | -12.6% |
| 30D | -13.8% | +13.3% | -27.1% | -14.6% |
| 3M | -16.7% | +4.4% | -21.1% | -17.3% |
| 6M | -6.1% | +10.8% | -16.9% | -5.4% |
| YTD | -48.1% | +9.1% | -57.2% | -46.1% |
| 1Y | -56.2% | +19.1% | -75.3% | -53.0% |
| All | -83.2% | +3.9% | -87.1% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling