-80.3%
FIG vs WWD
+27.8%
-108.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.0% | -3.7% | -6.1% |
| 7D | -16.4% | +0.8% | -17.2% | -16.2% |
| 30D | -2.3% | -6.4% | +4.1% | -3.6% |
| 3M | +7.8% | -5.6% | +13.4% | +5.8% |
| 6M | -21.8% | -9.1% | -12.7% | -23.5% |
| YTD | -39.1% | +12.5% | -51.6% | -42.9% |
| 1Y | -56.6% | +41.3% | -98.0% | -66.1% |
| All | -80.3% | +27.8% | -108.1% | -82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling