+262.1%
FITB vs WCN
+6,839.3%
-6,577.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | -4.7% | +0.4% | -5.2% | -4.9% |
| 3M | +6.7% | +7.3% | -0.6% | +3.9% |
| 6M | +12.6% | -2.5% | +15.1% | +12.9% |
| YTD | +19.1% | -5.4% | +24.5% | +20.4% |
| 1Y | +22.6% | -8.5% | +31.1% | +25.1% |
| 3Y | +127.1% | +20.8% | +106.3% | +109.1% |
| 5Y | +71.8% | +30.0% | +41.8% | +53.2% |
| 10Y | +287.2% | +238.4% | +48.8% | +157.4% |
| All | +262.1% | +6,839.3% | -6,577.2% | +48.0% |
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