+131.1%
FITB vs WAB
+168.6%
-37.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -1.0% |
| 7D | +2.8% | +1.7% | +1.2% | +1.9% |
| 30D | -4.5% | -2.4% | -2.1% | -3.3% |
| 3M | +5.7% | +9.7% | -4.0% | -0.5% |
| 6M | +17.1% | +16.5% | +0.6% | +6.1% |
| YTD | +18.3% | +33.7% | -15.4% | -1.2% |
| 1Y | +23.9% | +49.7% | -25.8% | -3.3% |
| 3Y | +131.1% | +170.9% | -39.8% | +18.1% |
| All | +131.1% | +168.6% | -37.5% | +18.1% |
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