-25.3%
WY vs FGI
+1.5%
-26.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -3.0% |
| 7D | +3.1% | -7.0% | +10.0% | +3.1% |
| 30D | +13.0% | -4.2% | +17.2% | +13.0% |
| 3M | -16.8% | +55.6% | -72.4% | -17.4% |
| 6M | -11.2% | -3.2% | -8.0% | -11.6% |
| YTD | -9.1% | +29.1% | -38.2% | -10.0% |
| 1Y | -4.8% | +51.0% | -55.7% | -5.9% |
| 3Y | -25.3% | +1.5% | -26.8% | -24.2% |
| All | -25.3% | +1.5% | -26.8% | -24.2% |
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 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