+35.0%
WAT vs FIGR
-3.1%
+38.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.6% | +6.3% | +1.8% |
| 7D | -0.3% | -3.0% | +2.8% | -0.2% |
| 30D | -1.9% | +13.7% | -15.5% | -2.4% |
| 3M | +13.5% | +23.9% | -10.4% | +12.5% |
| 6M | +37.2% | -8.4% | +45.7% | +36.5% |
| YTD | +7.5% | -14.6% | +22.1% | +7.7% |
| 1Y | +35.0% | +12.1% | +22.9% | +33.4% |
| All | +35.0% | -3.1% | +38.1% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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