-51.7%
FIG vs WAB
+46.5%
-98.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +5.7% |
| 7D | -4.7% | +4.5% | -9.2% | -2.7% |
| 30D | +0.5% | +1.1% | -0.5% | +1.3% |
| 3M | -18.4% | -1.3% | -17.1% | -18.8% |
| 6M | +10.9% | +12.7% | -1.9% | +18.5% |
| YTD | -40.8% | +38.7% | -79.5% | -43.2% |
| 1Y | -51.7% | +44.9% | -96.6% | -55.5% |
| All | -51.7% | +46.5% | -98.2% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling