+261.5%
WAB vs FDS
+127.7%
+133.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +5.1% | +1.5% | +3.6% | +4.6% |
| 30D | +4.0% | +14.8% | -10.8% | -0.6% |
| 3M | +0.1% | +16.3% | -16.2% | -5.4% |
| 6M | +12.8% | +66.2% | -53.4% | -8.0% |
| YTD | +40.1% | +16.2% | +23.8% | +29.2% |
| 1Y | +46.4% | +21.8% | +24.5% | +31.7% |
| 3Y | +167.4% | -23.9% | +191.3% | +192.0% |
| 5Y | +215.0% | -23.1% | +238.1% | +236.9% |
| All | +261.5% | +127.7% | +133.8% | +132.6% |
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