+1,064.7%
FITB vs WAB
+4,092.2%
-3,027.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +0.6% | -3.2% | +3.8% | +2.2% |
| 30D | -4.7% | -4.4% | -0.3% | -2.7% |
| 3M | +6.7% | +7.9% | -1.2% | +2.2% |
| 6M | +12.6% | +8.7% | +3.8% | +7.3% |
| YTD | +19.1% | +33.0% | -13.9% | +3.0% |
| 1Y | +22.6% | +46.7% | -24.0% | +1.0% |
| 3Y | +127.1% | +153.0% | -25.9% | +43.1% |
| 5Y | +71.8% | +222.3% | -150.5% | -3.0% |
| 10Y | +287.2% | +291.0% | -3.8% | +96.2% |
| All | +1,064.7% | +4,092.2% | -3,027.6% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling