+55.7%
WAT vs FIGR
-32.8%
+88.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -1.1% |
| 7D | +0.7% | +5.1% | -4.4% | +0.5% |
| 30D | +9.0% | -15.0% | +24.0% | +9.4% |
| 3M | +13.5% | -13.1% | +26.6% | +13.6% |
| 6M | +35.3% | -37.9% | +73.2% | +36.5% |
| YTD | +24.0% | -40.8% | +64.7% | +25.4% |
| 1Y | +22.0% | -33.1% | +55.1% | +23.9% |
| All | +55.7% | -32.8% | +88.5% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling