-28.3%
WY vs FGI
-69.8%
+41.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.5% |
| 7D | -2.1% | +5.2% | -7.2% | -2.1% |
| 30D | -10.5% | +65.2% | -75.7% | -11.4% |
| 3M | -4.9% | +30.2% | -35.0% | -5.7% |
| 6M | -4.9% | +87.8% | -92.7% | -6.6% |
| YTD | -1.7% | +32.5% | -34.1% | -3.1% |
| 1Y | -9.4% | +93.6% | -103.0% | -12.1% |
| 3Y | -22.3% | -2.6% | -19.7% | -24.1% |
| All | -28.3% | -69.8% | +41.5% | -29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling