-9.4%
WU vs FIGR
+1.6%
-11.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -0.7% |
| 7D | -5.0% | +1.0% | -6.0% | -5.0% |
| 30D | -2.3% | +31.4% | -33.6% | -2.9% |
| 3M | -3.2% | +30.3% | -33.5% | -3.9% |
| 6M | -25.0% | -7.6% | -17.4% | -25.5% |
| YTD | -21.7% | -10.5% | -11.2% | -22.4% |
| All | -9.4% | +1.6% | -11.0% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling