+141.6%
FITB vs WAB
+168.8%
-27.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.5% |
| 7D | +2.8% | +5.1% | -2.3% | +0.2% |
| 30D | +9.8% | +4.0% | +5.8% | +7.3% |
| 3M | -5.2% | +0.1% | -5.3% | -5.5% |
| 6M | +17.3% | +12.8% | +4.5% | +8.7% |
| YTD | +19.3% | +40.1% | -20.8% | -2.8% |
| 1Y | +32.7% | +46.4% | -13.7% | +5.5% |
| 3Y | +141.6% | +167.4% | -25.8% | +21.3% |
| All | +141.6% | +168.8% | -27.3% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 3y: compounded portfolio wealth divided by compounded WAB 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…
3y analysis · Full analysis span regression · 6 months rolling