+262.6%
FITB vs WCN
+8,080.5%
-7,817.9%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +2.8% | +2.6% | +0.2% | +1.9% |
| 30D | +9.8% | +23.9% | -14.1% | +1.9% |
| 3M | -5.2% | +17.4% | -22.6% | -10.4% |
| 6M | +17.3% | +28.0% | -10.7% | +7.4% |
| YTD | +19.3% | +11.6% | +7.7% | +13.8% |
| 1Y | +32.7% | +16.9% | +15.8% | +24.5% |
| 3Y | +141.6% | +51.6% | +90.0% | +105.7% |
| 5Y | +48.9% | +48.0% | +0.9% | +26.9% |
| 10Y | +216.5% | +322.6% | -106.1% | +95.4% |
| All | +262.6% | +8,080.5% | -7,817.9% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling