-83.7%
FIG vs WM
+3.7%
-87.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.8% |
| 3M | -21.5% | +3.6% | -25.1% | -22.1% |
| 6M | -2.5% | +8.1% | -10.6% | -2.1% |
| YTD | -49.7% | +8.9% | -58.6% | -47.8% |
| 1Y | -59.1% | +20.3% | -79.4% | -56.0% |
| All | -83.7% | +3.7% | -87.4% | -83.3% |
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