+144.8%
FITB vs WCC
+1,536.7%
-1,392.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.5% | -9.9% | +10.4% | +3.8% |
| 30D | +7.0% | -13.4% | +20.4% | +11.6% |
| 3M | -4.4% | -13.5% | +9.1% | -0.8% |
| 6M | +11.6% | -10.6% | +22.2% | +12.8% |
| YTD | +18.6% | +30.1% | -11.5% | +3.2% |
| 1Y | +29.8% | +22.3% | +7.5% | +15.4% |
| 3Y | +140.7% | +130.3% | +10.4% | +59.8% |
| 5Y | +48.6% | +144.5% | -95.9% | -7.3% |
| 10Y | +224.4% | +431.8% | -207.4% | +42.0% |
| All | +144.8% | +1,536.7% | -1,392.0% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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