+249.3%
WSM vs FGI
+1.5%
+247.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.8% |
| 7D | +0.5% | -7.0% | +7.5% | +0.6% |
| 30D | +6.0% | -4.2% | +10.2% | +6.0% |
| 3M | +3.2% | +55.6% | -52.4% | +2.8% |
| 6M | +37.1% | -3.2% | +40.3% | +36.9% |
| YTD | +44.2% | +29.1% | +15.1% | +43.6% |
| 1Y | +34.2% | +51.0% | -16.8% | +33.9% |
| 3Y | +249.3% | +1.5% | +247.7% | +273.0% |
| All | +249.3% | +1.5% | +247.7% | +273.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling