-80.3%
FIG vs WAB
+50.1%
-130.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.6% | -6.2% | -5.5% |
| 7D | -16.4% | +1.7% | -18.0% | -16.0% |
| 30D | -2.3% | -2.4% | +0.1% | -2.9% |
| 3M | +7.8% | +9.7% | -1.9% | +9.8% |
| 6M | -21.8% | +16.5% | -38.4% | -23.8% |
| YTD | -39.1% | +33.7% | -72.8% | -47.0% |
| 1Y | -56.6% | +49.7% | -106.3% | -66.1% |
| All | -80.3% | +50.1% | -130.4% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling