+289.9%
WAB vs FDS
+72.8%
+217.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.3% |
| 7D | +0.2% | -8.8% | +9.0% | +3.1% |
| 30D | -4.6% | -1.4% | -3.2% | -4.5% |
| 3M | +5.6% | +13.9% | -8.2% | -0.4% |
| 6M | +13.8% | +27.4% | -13.6% | +0.9% |
| YTD | +31.9% | -2.5% | +34.3% | +29.2% |
| 1Y | +48.3% | -23.8% | +72.0% | +60.6% |
| 3Y | +167.1% | -32.5% | +199.6% | +201.6% |
| 5Y | +222.9% | -23.2% | +246.1% | +236.5% |
| 10Y | +289.9% | +76.4% | +213.5% | +164.5% |
| All | +289.9% | +72.8% | +217.1% | +164.5% |
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