-58.7%
FIG vs WAB
+47.7%
-106.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.5% |
| 7D | -14.5% | +0.2% | -14.7% | -14.4% |
| 30D | -13.3% | -4.6% | -8.8% | -14.2% |
| 3M | +7.4% | +5.6% | +1.8% | +8.7% |
| 6M | -27.8% | +13.8% | -41.6% | -30.3% |
| YTD | -41.1% | +31.9% | -73.0% | -51.7% |
| 1Y | -58.7% | +48.3% | -107.0% | -70.7% |
| All | -58.7% | +47.7% | -106.4% | -70.7% |
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