+52.2%
WAT vs FIGR
-29.9%
+82.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.3% |
| 7D | +0.6% | +11.0% | -10.4% | +0.1% |
| 30D | +5.4% | +0.7% | +4.7% | +5.2% |
| 3M | +11.3% | -20.9% | +32.2% | +11.8% |
| 6M | +37.4% | -37.7% | +75.2% | +38.5% |
| YTD | +21.2% | -38.2% | +59.4% | +22.4% |
| 1Y | +21.3% | -27.1% | +48.4% | +23.0% |
| All | +52.2% | -29.9% | +82.1% | +51.6% |
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