-13.2%
WU vs FGI
+45.3%
-58.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | +9.1% | -1.4% | +10.4% | +9.1% |
| 30D | +12.1% | -3.2% | +15.3% | +12.1% |
| 3M | +0.3% | +64.1% | -63.8% | -1.5% |
| 6M | -19.1% | +17.2% | -36.3% | -20.7% |
| YTD | -19.2% | +31.6% | -50.8% | -20.4% |
| All | -13.2% | +45.3% | -58.5% | -16.7% |
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