-84.0%
FIG vs WM
+5.9%
-89.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +1.2% | -17.8% | -16.8% |
| 7D | -17.4% | +4.5% | -21.9% | -17.8% |
| 30D | -15.9% | +16.1% | -32.0% | -16.8% |
| 3M | -34.5% | +8.0% | -42.5% | -35.2% |
| 6M | -5.0% | +8.4% | -13.5% | -5.0% |
| YTD | -50.7% | +11.2% | -61.9% | -48.9% |
| 1Y | -58.1% | +22.3% | -80.4% | -55.0% |
| All | -84.0% | +5.9% | -89.9% | -83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling