-80.9%
FIG vs WWD
+27.2%
-108.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.4% |
| 7D | -14.5% | +0.6% | -15.1% | -14.3% |
| 30D | -13.3% | -5.1% | -8.2% | -14.3% |
| 3M | +7.4% | -11.2% | +18.7% | +4.2% |
| 6M | -27.8% | -12.0% | -15.8% | -29.3% |
| YTD | -41.1% | +12.0% | -53.1% | -44.9% |
| 1Y | -58.7% | +42.8% | -101.5% | -68.5% |
| All | -80.9% | +27.2% | -108.2% | -82.8% |
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