+225.7%
WAB vs FGI
-70.4%
+296.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.8% | +0.7% |
| 7D | -3.2% | +0.5% | -3.7% | -3.2% |
| 30D | -4.4% | +65.4% | -69.8% | -5.2% |
| 3M | +7.9% | +23.5% | -15.6% | +7.1% |
| 6M | +8.7% | +60.5% | -51.8% | +7.0% |
| YTD | +33.0% | +30.0% | +3.0% | +31.1% |
| 1Y | +46.7% | +82.1% | -35.4% | +43.6% |
| 3Y | +153.0% | -4.4% | +157.4% | +150.6% |
| All | +225.7% | -70.4% | +296.1% | +230.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling