+1,027.8%
WDC vs FGI
-70.4%
+1,098.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +7.5% | -1.7% | +5.7% |
| 7D | +1.7% | +0.5% | +1.2% | +1.7% |
| 30D | -10.0% | +65.4% | -75.4% | -12.3% |
| 3M | -18.8% | +23.5% | -42.3% | -20.6% |
| 6M | +79.0% | +60.5% | +18.5% | +71.9% |
| YTD | +171.6% | +30.0% | +141.6% | +161.3% |
| 1Y | +417.4% | +82.1% | +335.3% | +393.8% |
| 3Y | +1,251.8% | -4.4% | +1,256.2% | +1,204.6% |
| All | +1,027.8% | -70.4% | +1,098.1% | +990.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling