-83.6%
FIG vs WWD
+27.6%
-111.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +2.0% |
| 7D | -14.3% | +3.7% | -18.0% | -14.0% |
| 30D | -13.6% | +1.8% | -15.4% | -13.6% |
| 3M | -23.7% | -5.0% | -18.8% | -24.8% |
| 6M | -5.4% | -8.4% | +3.0% | -7.4% |
| YTD | -49.2% | +12.3% | -61.5% | -52.6% |
| 1Y | -57.4% | +26.2% | -83.6% | -62.2% |
| All | -83.6% | +27.6% | -111.1% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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