+66.6%
WDC vs FGI
+45.3%
+21.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.9% | +8.0% | +9.8% |
| 7D | -14.4% | -1.4% | -13.0% | -14.3% |
| 30D | -27.1% | -3.2% | -23.8% | -27.0% |
| 3M | -33.3% | +64.1% | -97.4% | -37.2% |
| 6M | -39.6% | +17.2% | -56.8% | -42.6% |
| YTD | +68.4% | +31.6% | +36.8% | +47.9% |
| All | +66.6% | +45.3% | +21.3% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling