-79.1%
FIG vs WM
-4.3%
-74.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.1% | -4.4% |
| 7D | -16.3% | -0.3% | -16.0% | -16.3% |
| 30D | -14.3% | -2.4% | -11.9% | -14.3% |
| 3M | +7.2% | +0.4% | +6.7% | +8.4% |
| 6M | -18.6% | -9.5% | -9.1% | -18.2% |
| YTD | -35.5% | +0.5% | -36.0% | -32.5% |
| 1Y | -55.8% | -1.1% | -54.7% | -54.0% |
| All | -79.1% | -4.3% | -74.8% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling