-18.6%
FIG vs WM
-8.7%
-10.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.1% | -4.1% |
| 7D | -16.3% | -0.3% | -16.0% | -16.2% |
| 30D | -14.3% | -2.4% | -11.9% | -13.9% |
| 3M | +7.2% | +0.4% | +6.7% | +8.5% |
| 6M | -18.6% | -9.5% | -9.1% | -7.4% |
| All | -18.6% | -8.7% | -10.0% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling