-57.4%
FIG vs WAB
+46.1%
-103.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.9% |
| 7D | -14.3% | +3.1% | -17.4% | -14.0% |
| 30D | -13.6% | +6.4% | -20.1% | -12.0% |
| 3M | -23.7% | +2.2% | -25.9% | -23.7% |
| 6M | -5.4% | +13.7% | -19.1% | +1.0% |
| YTD | -49.2% | +43.0% | -92.2% | -52.8% |
| 1Y | -57.4% | +47.0% | -104.3% | -61.6% |
| All | -57.4% | +46.1% | -103.4% | -61.6% |
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