-80.9%
FIG vs WY
-6.9%
-74.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.8% | -3.4% |
| 7D | -14.5% | -1.7% | -12.8% | -14.9% |
| 30D | -13.3% | -9.9% | -3.5% | -16.0% |
| 3M | +7.4% | -7.5% | +14.9% | +4.5% |
| 6M | -27.8% | -5.1% | -22.6% | -28.2% |
| YTD | -41.1% | -2.1% | -39.0% | -42.2% |
| 1Y | -58.7% | -7.3% | -51.4% | -61.2% |
| All | -80.9% | -6.9% | -74.1% | -80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling