+46.4%
WAB vs FDS
+25.7%
+20.7%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +5.1% | +1.5% | +3.6% | +5.3% |
| 30D | +4.0% | +14.8% | -10.8% | +5.8% |
| 3M | +0.1% | +16.3% | -16.2% | +2.2% |
| 6M | +12.8% | +66.2% | -53.4% | +20.5% |
| YTD | +40.1% | +16.2% | +23.8% | +51.4% |
| 1Y | +46.4% | +21.8% | +24.5% | +54.9% |
| All | +46.4% | +25.7% | +20.7% | +54.9% |
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