-43.7%
WU vs FGI
-68.3%
+24.6%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.9% | -8.9% | -3.1% |
| 7D | +2.1% | +6.9% | -4.7% | +2.1% |
| 30D | +10.1% | +3.9% | +6.2% | +10.1% |
| 3M | -1.1% | +74.3% | -75.4% | -2.1% |
| 6M | -19.8% | +28.9% | -48.7% | -20.6% |
| YTD | -20.8% | +39.1% | -59.9% | -21.7% |
| 1Y | -15.1% | +49.3% | -64.5% | -16.2% |
| 3Y | -23.2% | +5.7% | -28.9% | -24.1% |
| All | -43.7% | -68.3% | +24.6% | -44.5% |
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