+250.3%
WAB vs FGI
-68.3%
+318.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.6% | +0.2% |
| 7D | +3.1% | +6.9% | -3.8% | +3.1% |
| 30D | +6.4% | +3.9% | +2.5% | +6.4% |
| 3M | +2.2% | +74.3% | -72.1% | +1.2% |
| 6M | +13.7% | +28.9% | -15.2% | +12.8% |
| YTD | +43.0% | +39.1% | +3.9% | +40.8% |
| 1Y | +47.0% | +49.3% | -2.4% | +44.6% |
| 3Y | +174.4% | +5.7% | +168.6% | +171.2% |
| All | +250.3% | -68.3% | +318.6% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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