+253.7%
WAB vs FND
+56.5%
+197.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +0.8% |
| 7D | +0.1% | -5.8% | +5.9% | +1.7% |
| 30D | -4.1% | -20.2% | +16.1% | +1.9% |
| 3M | +8.2% | -12.0% | +20.1% | +11.0% |
| 6M | +15.4% | -18.5% | +33.9% | +19.9% |
| YTD | +33.1% | -22.3% | +55.4% | +39.4% |
| 1Y | +48.1% | -47.6% | +95.7% | +72.6% |
| 3Y | +167.7% | -49.8% | +217.5% | +201.1% |
| 5Y | +225.7% | -63.0% | +288.7% | +279.3% |
| All | +253.7% | +56.5% | +197.2% | +161.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling