-24.3%
WU vs FGI
-4.4%
-20.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.5% | -1.0% |
| 7D | -0.8% | +0.5% | -1.4% | -0.8% |
| 30D | -1.1% | +65.4% | -66.5% | -2.0% |
| 3M | -3.9% | +23.5% | -27.4% | -4.7% |
| 6M | -20.7% | +60.5% | -81.2% | -21.6% |
| YTD | -18.4% | +30.0% | -48.4% | -19.2% |
| 1Y | -8.1% | +82.1% | -90.1% | -9.5% |
| All | -24.3% | -4.4% | -20.0% | -24.7% |
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 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