-59.9%
FIG vs WM
+22.5%
-82.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.2% | -17.8% | -16.8% |
| 7D | -17.4% | +4.5% | -21.9% | -17.9% |
| 30D | -15.9% | +16.1% | -32.0% | -17.2% |
| 3M | -34.5% | +8.0% | -42.5% | -35.3% |
| 6M | -5.0% | +8.4% | -13.5% | -4.9% |
| YTD | -50.7% | +11.2% | -61.9% | -47.0% |
| All | -59.9% | +22.5% | -82.4% | -51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling