+217.3%
WSM vs FGI
-70.4%
+287.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.5% | -5.5% | +2.0% |
| 7D | -3.3% | +0.5% | -3.8% | -3.3% |
| 30D | -8.4% | +65.4% | -73.8% | -9.9% |
| 3M | +9.7% | +23.5% | -13.8% | +8.4% |
| 6M | +16.7% | +60.5% | -43.8% | +13.7% |
| YTD | +28.7% | +30.0% | -1.3% | +25.9% |
| 1Y | +13.7% | +82.1% | -68.4% | +9.5% |
| 3Y | +230.1% | -4.4% | +234.5% | +222.5% |
| All | +217.3% | -70.4% | +287.6% | +225.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling