+5.2%
WBD vs FGI
-70.4%
+75.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.5% | -8.0% | -0.5% |
| 7D | -1.8% | +0.5% | -2.4% | -1.8% |
| 30D | +8.8% | +65.4% | -56.6% | +7.9% |
| 3M | +4.6% | +23.5% | -18.9% | +4.0% |
| 6M | +1.1% | +60.5% | -59.5% | -0.3% |
| YTD | -2.0% | +30.0% | -32.0% | -3.1% |
| 1Y | +140.0% | +82.1% | +58.0% | +135.8% |
| 3Y | +144.4% | -4.4% | +148.8% | +141.2% |
| All | +5.2% | -70.4% | +75.5% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling