+1,443.7%
FANG vs WAB
+620.9%
+822.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | +1.2% | -0.2% | +1.4% | +1.3% |
| 30D | +2.4% | -5.9% | +8.3% | +6.5% |
| 3M | +5.1% | +9.4% | -4.3% | -2.7% |
| 6M | +16.4% | +13.8% | +2.6% | +2.6% |
| YTD | +39.0% | +31.8% | +7.2% | +9.8% |
| 1Y | +50.6% | +48.5% | +2.1% | +8.2% |
| 3Y | +46.9% | +167.0% | -120.0% | -33.6% |
| 5Y | +238.2% | +222.3% | +15.9% | +28.8% |
| 10Y | +181.3% | +289.6% | -108.4% | -12.8% |
| All | +1,443.7% | +620.9% | +822.8% | +225.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling