+48.3%
WAB vs FDS
-23.8%
+72.0%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.7% |
| 7D | +0.2% | -8.8% | +9.0% | -0.6% |
| 30D | -4.6% | -1.4% | -3.2% | -4.6% |
| 3M | +5.6% | +13.9% | -8.2% | +8.1% |
| 6M | +13.8% | +27.4% | -13.6% | +17.0% |
| YTD | +31.9% | -2.5% | +34.3% | +37.4% |
| 1Y | +48.3% | -23.8% | +72.0% | +55.9% |
| All | +48.3% | -23.8% | +72.0% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling