+228.0%
WAB vs FDS
-20.4%
+248.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.3% |
| 7D | +1.7% | -5.4% | +7.0% | +2.6% |
| 30D | -2.4% | +1.6% | -4.0% | -2.8% |
| 3M | +9.7% | +17.7% | -8.1% | +6.0% |
| 6M | +16.5% | +29.1% | -12.5% | +8.8% |
| YTD | +33.7% | +1.0% | +32.8% | +34.9% |
| 1Y | +49.7% | -21.6% | +71.3% | +66.1% |
| 3Y | +170.9% | -30.1% | +201.0% | +210.6% |
| 5Y | +228.0% | -20.7% | +248.8% | +273.3% |
| All | +228.0% | -20.4% | +248.5% | +273.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling