-55.8%
FIG vs WAB
+48.2%
-103.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.2% |
| 7D | -16.3% | -3.2% | -13.1% | -16.9% |
| 30D | -14.3% | -4.4% | -9.9% | -15.2% |
| 3M | +7.2% | +7.9% | -0.7% | +8.6% |
| 6M | -18.6% | +8.7% | -27.3% | -18.9% |
| YTD | -35.5% | +33.0% | -68.4% | -47.0% |
| 1Y | -55.8% | +46.7% | -102.4% | -68.3% |
| All | -55.8% | +48.2% | -103.9% | -68.3% |
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 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