+181.9%
FANG vs WAB
+296.8%
-114.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.9% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +2.6% | -4.1% | +6.7% | +5.4% |
| 3M | +7.6% | +8.2% | -0.6% | +0.3% |
| 6M | +17.3% | +15.4% | +1.9% | +2.2% |
| YTD | +38.7% | +33.1% | +5.5% | +8.3% |
| 1Y | +51.6% | +48.1% | +3.6% | +8.6% |
| 3Y | +50.0% | +167.7% | -117.8% | -33.7% |
| 5Y | +237.6% | +225.7% | +11.8% | +24.0% |
| All | +181.9% | +296.8% | -114.9% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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