+217.7%
WAB vs FND
-62.4%
+280.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.1% |
| 7D | +7.9% | -5.1% | +13.0% | +9.3% |
| 30D | +4.9% | +9.2% | -4.3% | +2.3% |
| 3M | +1.8% | -17.7% | +19.5% | +6.1% |
| 6M | +12.0% | +2.5% | +9.5% | +9.3% |
| YTD | +41.3% | -19.8% | +61.1% | +45.5% |
| 1Y | +43.8% | -22.7% | +66.5% | +49.4% |
| 3Y | +171.1% | -38.3% | +209.4% | +182.7% |
| 5Y | +217.7% | -63.0% | +280.7% | +256.8% |
| All | +217.7% | -62.4% | +280.2% | +256.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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