+47.0%
WEC vs FGI
-70.3%
+117.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.2% | -11.6% | +14.8% | +3.2% |
| 30D | +14.7% | -3.3% | +18.0% | +14.7% |
| 3M | +10.2% | +65.6% | -55.3% | +10.7% |
| 6M | +4.5% | -2.8% | +7.3% | +4.6% |
| YTD | +15.1% | +30.1% | -15.0% | +16.0% |
| 1Y | +9.4% | +50.2% | -40.8% | +10.5% |
| 3Y | +56.9% | -0.4% | +57.3% | +60.5% |
| All | +47.0% | -70.3% | +117.3% | +49.6% |
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