+145.8%
FITB vs WCC
+1,713.7%
-1,567.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -1.6% |
| 7D | +0.6% | +4.5% | -3.9% | -1.0% |
| 30D | -4.7% | -5.8% | +1.1% | -2.9% |
| 3M | +6.7% | -3.7% | +10.3% | +6.6% |
| 6M | +12.6% | +23.1% | -10.5% | +1.8% |
| YTD | +19.1% | +44.2% | -25.0% | +1.2% |
| 1Y | +22.6% | +62.1% | -39.5% | -1.0% |
| 3Y | +127.1% | +121.1% | +6.0% | +55.1% |
| 5Y | +71.8% | +214.0% | -142.1% | -0.9% |
| 10Y | +287.2% | +472.8% | -185.6% | +66.5% |
| All | +145.8% | +1,713.7% | -1,567.9% | -30.2% |
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