-43.4%
WU vs FGI
-69.8%
+26.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.5% |
| 7D | -0.8% | +5.2% | -6.0% | -0.9% |
| 30D | -1.1% | +65.2% | -66.3% | -2.0% |
| 3M | -1.8% | +30.2% | -32.0% | -2.7% |
| 6M | -23.9% | +87.8% | -111.7% | -24.9% |
| YTD | -20.4% | +32.5% | -52.9% | -21.3% |
| 1Y | -10.6% | +93.6% | -104.2% | -12.1% |
| 3Y | -27.7% | -2.6% | -25.2% | -28.6% |
| All | -43.4% | -69.8% | +26.4% | -44.2% |
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 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