-57.0%
FIG vs WAB
+44.7%
-101.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.6% |
| 7D | +2.6% | +7.9% | -5.3% | +4.6% |
| 30D | -13.1% | +4.9% | -17.9% | -11.8% |
| 3M | -20.3% | +1.8% | -22.1% | -20.2% |
| 6M | -2.1% | +12.0% | -14.1% | +4.1% |
| YTD | -49.4% | +41.3% | -90.6% | -53.1% |
| 1Y | -57.0% | +43.8% | -100.8% | -61.0% |
| All | -57.0% | +44.7% | -101.7% | -61.0% |
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