-83.6%
FIG vs WM
+5.5%
-89.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.7% |
| 7D | -14.3% | +0.8% | -15.0% | -14.4% |
| 30D | -13.6% | +13.8% | -27.4% | -14.5% |
| 3M | -23.7% | +6.4% | -30.1% | -24.4% |
| 6M | -5.4% | +13.2% | -18.6% | -4.7% |
| YTD | -49.2% | +10.8% | -60.0% | -47.4% |
| 1Y | -57.4% | +20.2% | -77.5% | -54.4% |
| All | -83.6% | +5.5% | -89.1% | -83.2% |
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