-83.2%
FIG vs WY
-14.2%
-68.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +3.0% |
| 7D | +3.4% | -0.8% | +4.2% | +3.3% |
| 30D | -9.5% | +10.1% | -19.6% | -7.8% |
| 3M | -26.2% | -15.4% | -10.8% | -29.9% |
| 6M | +2.7% | -8.3% | +11.0% | +0.8% |
| YTD | -48.0% | -9.8% | -38.1% | -50.3% |
| 1Y | -52.0% | -3.9% | -48.2% | -54.1% |
| All | -83.2% | -14.2% | -68.9% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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