+597.9%
WDC vs FGI
-70.0%
+668.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -16.7% | -4.1% | -12.6% | -16.6% |
| 30D | -27.2% | -3.4% | -23.9% | -27.2% |
| 3M | -34.0% | +61.8% | -95.8% | -35.8% |
| 6M | -39.7% | +17.0% | -56.7% | -41.2% |
| YTD | +68.1% | +31.4% | +36.7% | +61.4% |
| 1Y | +66.3% | +42.7% | +23.6% | +59.9% |
| 3Y | +754.4% | -0.1% | +754.5% | +722.3% |
| All | +597.9% | -70.0% | +668.0% | +573.7% |
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