-33.7%
WY vs FGI
-70.6%
+36.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -3.0% |
| 7D | +3.1% | -7.0% | +10.0% | +3.2% |
| 30D | +13.0% | -4.2% | +17.2% | +13.0% |
| 3M | -16.8% | +55.6% | -72.4% | -17.6% |
| 6M | -11.2% | -3.2% | -8.0% | -11.8% |
| YTD | -9.1% | +29.1% | -38.2% | -10.4% |
| 1Y | -4.8% | +51.0% | -55.7% | -6.5% |
| 3Y | -25.3% | +1.5% | -26.8% | -27.1% |
| All | -33.7% | -70.6% | +36.8% | -34.4% |
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