-9.0%
WY vs FIGR
+6.3%
-15.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.4% | -7.8% | -1.4% |
| 7D | -2.1% | +13.5% | -15.6% | -1.9% |
| 30D | -10.5% | +33.7% | -44.2% | -10.1% |
| 3M | -4.9% | +37.3% | -42.2% | -4.3% |
| 6M | -4.9% | +25.5% | -30.5% | -4.3% |
| YTD | -1.7% | -6.3% | +4.6% | -0.8% |
| All | -9.0% | +6.3% | -15.2% | -7.5% |
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