-79.9%
FIG vs WSM
+20.8%
-100.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +5.0% |
| 7D | -3.8% | -0.5% | -3.3% | -3.9% |
| 30D | -2.3% | -7.7% | +5.4% | -3.6% |
| 3M | +20.0% | +3.8% | +16.2% | +21.4% |
| 6M | -16.7% | +22.7% | -39.3% | -11.8% |
| YTD | -37.9% | +28.0% | -65.9% | -32.1% |
| 1Y | -58.5% | +12.7% | -71.3% | -61.3% |
| All | -79.9% | +20.8% | -100.7% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 10y: compounded portfolio wealth divided by compounded WSM 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…
10y analysis · Full analysis span regression · 6 months rolling