+11.4%
FPS vs WAB
+19.6%
-8.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +2.6% |
| 7D | +10.4% | +1.7% | +8.7% | +8.8% |
| 30D | -16.5% | -2.4% | -14.1% | -14.6% |
| 3M | -45.5% | +9.7% | -55.2% | -50.1% |
| 6M | +2.1% | +16.5% | -14.4% | -16.0% |
| All | +11.4% | +19.6% | -8.2% | -11.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling