-23.6%
FPS vs WAB
+26.4%
-50.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.2% | -8.6% | -8.3% |
| 7D | +21.6% | +7.9% | +13.7% | +11.6% |
| 30D | -38.8% | +4.9% | -43.6% | -40.5% |
| 3M | -42.1% | +1.8% | -43.9% | -42.3% |
| 6M | -48.5% | +12.0% | -60.5% | -52.4% |
| All | -23.6% | +26.4% | -50.0% | -41.7% |
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