+280.5%
WAB vs FDS
+127.5%
+153.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +4.0% | -2.0% | +6.0% | +4.6% |
| 30D | +6.3% | +13.5% | -7.2% | +1.9% |
| 3M | +3.3% | +15.2% | -11.9% | -2.2% |
| 6M | +14.5% | +47.0% | -32.6% | -2.4% |
| YTD | +42.7% | +13.9% | +28.8% | +32.4% |
| 1Y | +45.2% | +25.2% | +20.0% | +28.5% |
| 3Y | +173.8% | -25.3% | +199.1% | +200.7% |
| 5Y | +223.8% | -23.3% | +247.1% | +245.4% |
| 10Y | +280.5% | +126.0% | +154.5% | +148.5% |
| All | +280.5% | +127.5% | +153.0% | +148.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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