-59.1%
FIG vs WM
+20.0%
-79.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.2% |
| 7D | -13.1% | +1.2% | -14.3% | -13.3% |
| 30D | -13.0% | +13.1% | -26.1% | -14.1% |
| 3M | -21.5% | +3.6% | -25.1% | -22.2% |
| 6M | -2.5% | +8.1% | -10.6% | -1.9% |
| YTD | -49.7% | +8.9% | -58.6% | -45.8% |
| 1Y | -59.1% | +20.3% | -79.4% | -49.9% |
| All | -59.1% | +20.0% | -79.1% | -49.9% |
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