+72.2%
FITB vs WEC
+33.5%
+38.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -4.7% | -1.3% | -3.4% | -4.3% |
| 3M | +6.7% | -3.9% | +10.6% | +8.0% |
| 6M | +12.6% | -8.3% | +20.9% | +15.6% |
| YTD | +19.1% | +3.1% | +16.1% | +17.5% |
| 1Y | +22.6% | +1.9% | +20.7% | +21.2% |
| 3Y | +127.1% | +41.9% | +85.2% | +98.5% |
| All | +72.2% | +33.5% | +38.7% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling