+4,690.4%
WAB vs FDS
+10,327.4%
-5,637.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.7% | +5.5% | +3.0% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | +0.4% | +20.2% | -19.8% | -5.6% |
| 3M | -3.8% | +19.9% | -23.7% | -10.3% |
| 6M | +5.1% | +56.2% | -51.1% | -12.0% |
| YTD | +33.3% | +14.6% | +18.8% | +21.5% |
| 1Y | +39.8% | +31.6% | +8.2% | +21.1% |
| 3Y | +161.1% | -23.8% | +184.9% | +168.8% |
| 5Y | +209.5% | -22.6% | +232.0% | +214.1% |
| 10Y | +293.8% | +139.3% | +154.5% | +170.1% |
| All | +4,690.4% | +10,327.4% | -5,637.1% | +1,381.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling