-79.1%
FIG vs WWD
+30.5%
-109.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.1% | -5.4% | -4.1% |
| 7D | -16.3% | +1.3% | -17.6% | -16.0% |
| 30D | -14.3% | -7.2% | -7.1% | -15.6% |
| 3M | +7.2% | -3.8% | +11.0% | +5.6% |
| 6M | -18.6% | -9.9% | -8.7% | -19.9% |
| YTD | -35.5% | +14.8% | -50.3% | -39.2% |
| 1Y | -55.8% | +42.1% | -97.9% | -64.2% |
| All | -79.1% | +30.5% | -109.6% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling