+45.9%
WEC vs FGI
-68.3%
+114.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.9% | -5.5% | +0.4% |
| 7D | -0.5% | +6.9% | -7.4% | -0.5% |
| 30D | +12.0% | +3.9% | +8.0% | +12.0% |
| 3M | +11.1% | +74.3% | -63.2% | +11.6% |
| 6M | +6.0% | +28.9% | -23.0% | +6.3% |
| YTD | +14.3% | +39.1% | -24.8% | +15.2% |
| 1Y | +8.0% | +49.3% | -41.4% | +9.1% |
| 3Y | +62.8% | +5.7% | +57.1% | +66.6% |
| All | +45.9% | -68.3% | +114.2% | +48.6% |
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