+217.8%
WSM vs FGI
-69.8%
+287.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.2% |
| 7D | +2.6% | +5.2% | -2.6% | +2.5% |
| 30D | -9.5% | +65.2% | -74.7% | -11.0% |
| 3M | +12.9% | +30.2% | -17.3% | +11.5% |
| 6M | +23.0% | +87.8% | -64.8% | +19.5% |
| YTD | +28.9% | +32.5% | -3.5% | +26.1% |
| 1Y | +13.7% | +93.6% | -79.9% | +9.3% |
| 3Y | +232.6% | -2.6% | +235.2% | +224.9% |
| All | +217.8% | -69.8% | +287.6% | +225.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling