-42.4%
WU vs FGI
-70.6%
+28.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | +11.7% | -7.0% | +18.6% | +11.8% |
| 30D | +12.6% | -4.2% | +16.8% | +12.6% |
| 3M | -0.5% | +55.6% | -56.1% | -1.4% |
| 6M | -18.2% | -3.2% | -15.0% | -18.9% |
| YTD | -19.0% | +29.1% | -48.1% | -19.9% |
| 1Y | -16.7% | +51.0% | -67.7% | -17.7% |
| 3Y | -21.0% | +1.5% | -22.5% | -22.0% |
| All | -42.4% | -70.6% | +28.2% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling