+194.8%
WWD vs FGI
-70.6%
+265.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.4% |
| 7D | +4.2% | -7.0% | +11.1% | +4.3% |
| 30D | -2.1% | -4.2% | +2.1% | -2.1% |
| 3M | -13.2% | +55.6% | -68.8% | -14.5% |
| 6M | -16.9% | -3.2% | -13.7% | -17.6% |
| YTD | +5.2% | +29.1% | -23.9% | +2.8% |
| 1Y | +20.6% | +51.0% | -30.4% | +17.4% |
| 3Y | +146.3% | +1.5% | +144.8% | +140.5% |
| All | +194.8% | -70.6% | +265.3% | +194.2% |
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