-22.1%
FPS vs WAB
+25.4%
-47.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +5.1% | +10.9% | +9.6% |
| 7D | -8.0% | +4.0% | -12.0% | -10.8% |
| 30D | -43.5% | +4.5% | -48.0% | -44.9% |
| 3M | -41.6% | +2.3% | -43.9% | -41.9% |
| 6M | -44.0% | +12.5% | -56.5% | -48.6% |
| All | -22.1% | +25.4% | -47.5% | -39.9% |
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