+212.9%
WBD vs FGI
+1.0%
+211.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +31.7% | -18.0% | +13.5% |
| 7D | +13.8% | +31.7% | -18.0% | +13.5% |
| 30D | +13.8% | +31.7% | -18.0% | +13.5% |
| 3M | +13.8% | +31.7% | -18.0% | +13.5% |
| 6M | +13.3% | +96.8% | -83.5% | +13.1% |
| YTD | +7.4% | +32.9% | -25.5% | +7.2% |
| 1Y | +63.0% | +29.5% | +33.5% | +62.8% |
| All | +212.9% | +1.0% | +211.9% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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