+243.1%
WAB vs FGI
-74.8%
+317.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -25.2% | +24.3% | -0.7% |
| 7D | +5.1% | -14.4% | +19.5% | +5.2% |
| 30D | +4.0% | -11.8% | +15.8% | +4.1% |
| 3M | +0.1% | -46.2% | +46.3% | +0.4% |
| 6M | +12.8% | +5.2% | +7.6% | +12.0% |
| YTD | +40.1% | +10.5% | +29.5% | +38.2% |
| 1Y | +46.4% | +25.5% | +20.9% | +44.2% |
| 3Y | +167.4% | -16.0% | +183.4% | +164.7% |
| All | +243.1% | -74.8% | +317.9% | +248.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling