-79.1%
FIG vs WY
-5.1%
-74.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.8% | -5.2% | -4.1% |
| 7D | -16.3% | -1.7% | -14.6% | -16.7% |
| 30D | -14.3% | -10.1% | -4.2% | -17.1% |
| 3M | +7.2% | -5.1% | +12.3% | +5.2% |
| 6M | -18.6% | -4.8% | -13.8% | -19.1% |
| YTD | -35.5% | -0.2% | -35.2% | -36.3% |
| 1Y | -55.8% | -6.6% | -49.2% | -58.8% |
| All | -79.1% | -5.1% | -74.0% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling