+255.5%
WSM vs FGI
-74.8%
+330.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -25.2% | +26.6% | +1.8% |
| 7D | 0.0% | -14.4% | +14.4% | +0.1% |
| 30D | +5.1% | -11.8% | +16.9% | +5.2% |
| 3M | +5.1% | -46.2% | +51.4% | +5.7% |
| 6M | +48.6% | +5.2% | +43.4% | +46.8% |
| YTD | +44.2% | +10.5% | +33.7% | +41.1% |
| 1Y | +38.1% | +25.5% | +12.6% | +34.5% |
| 3Y | +257.2% | -16.0% | +273.2% | +248.5% |
| All | +255.5% | -74.8% | +330.3% | +264.4% |
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