+2,895.1%
FITB vs WEC
+4,422.3%
-1,527.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -0.6% | -0.5% | 0.0% | -0.3% |
| 30D | +7.0% | +12.0% | -4.9% | +1.8% |
| 3M | -4.8% | +11.1% | -15.8% | -9.2% |
| 6M | +13.5% | +6.0% | +7.6% | +10.4% |
| YTD | +19.1% | +14.3% | +4.8% | +11.7% |
| 1Y | +30.8% | +8.0% | +22.8% | +25.7% |
| 3Y | +141.6% | +62.8% | +78.8% | +91.9% |
| 5Y | +48.3% | +55.3% | -7.0% | +18.3% |
| 10Y | +215.9% | +193.2% | +22.8% | +78.0% |
| All | +2,895.1% | +4,422.3% | -1,527.2% | +464.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling