-83.6%
FIG vs WM
+7.2%
-90.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | +2.6% | +1.2% | +1.4% | +2.5% |
| 30D | -13.1% | +15.2% | -28.3% | -14.0% |
| 3M | -20.3% | +8.3% | -28.7% | -21.2% |
| 6M | -2.1% | +13.1% | -15.3% | -1.8% |
| YTD | -49.4% | +12.5% | -61.9% | -47.6% |
| 1Y | -57.0% | +21.8% | -78.8% | -54.1% |
| All | -83.6% | +7.2% | -90.8% | -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