-23.6%
WU vs FGI
-16.0%
-7.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -25.2% | +26.5% | +1.6% |
| 7D | -2.0% | -14.4% | +12.4% | -2.0% |
| 30D | +11.4% | -11.8% | +23.2% | +11.4% |
| 3M | -6.8% | -46.2% | +39.4% | -6.4% |
| 6M | -14.6% | +5.2% | -19.8% | -15.3% |
| YTD | -20.6% | +10.5% | -31.2% | -21.4% |
| 1Y | -15.4% | +25.5% | -40.9% | -16.2% |
| 3Y | -23.6% | -16.0% | -7.6% | -23.1% |
| All | -23.6% | -16.0% | -7.6% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling