-57.0%
FIG vs WM
+21.7%
-78.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | +2.6% | +1.2% | +1.4% | +2.4% |
| 30D | -13.1% | +15.2% | -28.3% | -14.5% |
| 3M | -20.3% | +8.3% | -28.7% | -21.5% |
| 6M | -2.1% | +13.1% | -15.3% | -1.9% |
| YTD | -49.4% | +12.5% | -61.9% | -45.6% |
| 1Y | -57.0% | +21.8% | -78.8% | -48.9% |
| All | -57.0% | +21.7% | -78.7% | -48.9% |
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