+249.5%
WAB vs FGI
-70.0%
+319.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +4.0% | -4.1% | +8.1% | +4.0% |
| 30D | +6.3% | -3.4% | +9.7% | +6.3% |
| 3M | +3.3% | +61.8% | -58.5% | +2.4% |
| 6M | +14.5% | +17.0% | -2.6% | +13.7% |
| YTD | +42.7% | +31.4% | +11.3% | +40.6% |
| 1Y | +45.2% | +42.7% | +2.5% | +42.9% |
| 3Y | +173.8% | -0.1% | +173.9% | +170.7% |
| All | +249.5% | -70.0% | +319.5% | +254.1% |
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