-15.4%
WU vs FGI
+17.8%
-33.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -25.2% | +26.5% | +1.7% |
| 7D | -2.0% | -14.4% | +12.4% | -1.9% |
| 30D | +11.4% | -11.8% | +23.2% | +11.5% |
| 3M | -6.8% | -46.2% | +39.4% | -6.0% |
| 6M | -14.6% | +5.2% | -19.8% | -16.1% |
| YTD | -20.6% | +10.5% | -31.2% | -21.7% |
| 1Y | -15.4% | +25.5% | -40.9% | -17.4% |
| All | -15.4% | +17.8% | -33.1% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling