+61.5%
WDC vs FGI
+46.9%
+14.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.4% |
| 7D | -28.0% | -7.0% | -21.0% | -27.7% |
| 30D | -34.9% | -4.2% | -30.7% | -34.8% |
| 3M | -41.6% | +55.6% | -97.2% | -44.8% |
| 6M | -45.4% | -3.2% | -42.2% | -47.3% |
| YTD | +53.3% | +29.1% | +24.2% | +34.9% |
| 1Y | +61.5% | +51.0% | +10.6% | +30.7% |
| All | +61.5% | +46.9% | +14.6% | +30.7% |
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