+57.2%
WAT vs FIGR
-35.2%
+92.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | 0.0% |
| 7D | +3.4% | +5.6% | -2.2% | +3.1% |
| 30D | +9.6% | -18.2% | +27.8% | +10.2% |
| 3M | +15.5% | -19.0% | +34.5% | +16.0% |
| 6M | +33.9% | -38.0% | +71.9% | +35.2% |
| YTD | +25.2% | -42.9% | +68.0% | +26.9% |
| 1Y | +26.3% | -37.9% | +64.2% | +28.4% |
| All | +57.2% | -35.2% | +92.4% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling