+656.1%
WDC vs FGI
-68.3%
+724.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.9% | +2.5% | +8.2% |
| 7D | -3.2% | +6.9% | -10.1% | -3.4% |
| 30D | -19.0% | +3.9% | -23.0% | -19.1% |
| 3M | -28.4% | +74.3% | -102.7% | -30.5% |
| 6M | -39.2% | +28.9% | -68.2% | -40.9% |
| YTD | +82.1% | +39.1% | +42.9% | +74.6% |
| 1Y | +84.7% | +49.3% | +35.3% | +77.3% |
| 3Y | +825.6% | +5.7% | +819.9% | +789.6% |
| All | +656.1% | -68.3% | +724.4% | +628.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling