-80.9%
FIG vs WSM
+21.5%
-102.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.1% | -3.3% |
| 7D | -14.5% | +2.6% | -17.1% | -14.1% |
| 30D | -13.3% | -9.3% | -4.0% | -14.7% |
| 3M | +7.4% | +7.1% | +0.3% | +9.5% |
| 6M | -27.8% | +21.7% | -49.5% | -23.7% |
| YTD | -41.1% | +28.7% | -69.8% | -35.6% |
| 1Y | -58.7% | +13.9% | -72.6% | -61.2% |
| All | -80.9% | +21.5% | -102.4% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling