+2,876.4%
FITB vs GWW
+14,103.4%
-11,226.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.8% |
| 7D | +2.8% | -1.5% | +4.4% | +3.6% |
| 30D | -4.5% | +1.1% | -5.6% | -5.2% |
| 3M | +5.7% | -1.0% | +6.6% | +5.7% |
| 6M | +17.1% | +16.3% | +0.8% | +7.1% |
| YTD | +18.3% | +28.5% | -10.2% | +2.0% |
| 1Y | +23.9% | +30.3% | -6.4% | +5.9% |
| 3Y | +131.1% | +91.6% | +39.5% | +58.3% |
| 5Y | +71.1% | +224.0% | -152.9% | -13.7% |
| 10Y | +283.9% | +551.3% | -267.4% | +27.9% |
| All | +2,876.4% | +14,103.4% | -11,226.9% | +223.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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