-80.8%
FIG vs WSM
+19.5%
-100.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.3% |
| 7D | -12.2% | +0.4% | -12.7% | -12.1% |
| 30D | -11.0% | -10.7% | -0.3% | -12.6% |
| 3M | +11.9% | +8.5% | +3.4% | +14.5% |
| 6M | -21.9% | +19.6% | -41.5% | -17.8% |
| YTD | -40.8% | +26.6% | -67.4% | -35.3% |
| 1Y | -56.6% | +12.0% | -68.6% | -59.3% |
| All | -80.8% | +19.5% | -100.3% | -78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling