+220.7%
WAB vs FGI
-70.3%
+291.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | -2.5% | -11.6% | +9.1% | -2.4% |
| 30D | -4.4% | -3.3% | -1.1% | -4.3% |
| 3M | -5.9% | +65.6% | -71.5% | -6.7% |
| 6M | +5.9% | -2.8% | +8.7% | +5.4% |
| YTD | +30.9% | +30.1% | +0.8% | +29.0% |
| 1Y | +35.8% | +50.2% | -14.4% | +33.6% |
| 3Y | +154.0% | -0.4% | +154.4% | +151.1% |
| All | +220.7% | -70.3% | +291.0% | +224.9% |
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