+285.6%
FITB vs WEC
+141.2%
+144.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.3% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -5.1% | +0.9% | -6.0% | -5.5% |
| 3M | +3.5% | -5.3% | +8.9% | +5.4% |
| 6M | +17.2% | -6.6% | +23.8% | +19.7% |
| YTD | +17.6% | +3.3% | +14.4% | +16.0% |
| 1Y | +23.4% | +2.1% | +21.3% | +22.0% |
| 3Y | +129.7% | +39.6% | +90.2% | +103.1% |
| 5Y | +68.4% | +31.2% | +37.3% | +50.2% |
| 10Y | +285.6% | +148.4% | +137.2% | +277.9% |
| All | +285.6% | +141.2% | +144.5% | +277.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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