+282.0%
FITB vs WCN
+235.2%
+46.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +1.1% |
| 7D | -1.0% | -4.4% | +3.4% | +1.5% |
| 30D | -5.5% | -4.4% | -1.1% | -3.2% |
| 3M | +4.1% | +0.5% | +3.6% | +3.3% |
| 6M | +18.7% | -3.3% | +22.0% | +19.7% |
| YTD | +18.2% | -8.5% | +26.6% | +22.3% |
| 1Y | +23.7% | -8.9% | +32.6% | +27.9% |
| 3Y | +130.8% | +18.0% | +112.7% | +96.4% |
| 5Y | +69.8% | +25.0% | +44.7% | +35.4% |
| All | +282.0% | +235.2% | +46.7% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling