+73.7%
WM vs FGI
-70.3%
+144.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.0% | +6.6% | +1.6% |
| 7D | +5.9% | +3.3% | +2.6% | +5.9% |
| 30D | +15.4% | -2.0% | +17.4% | +15.4% |
| 3M | +6.3% | +60.3% | -53.9% | +6.9% |
| 6M | +5.6% | +0.7% | +4.8% | +6.0% |
| YTD | +9.9% | +30.2% | -20.2% | +10.8% |
| 1Y | +20.8% | +44.4% | -23.5% | +21.7% |
| 3Y | +48.5% | -0.4% | +48.9% | +49.8% |
| All | +73.7% | -70.3% | +144.1% | +79.2% |
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