+2,887.9%
FITB vs WSM
+34,573.3%
-31,685.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -0.3% | -0.5% | +0.2% | -0.1% |
| 30D | -5.7% | -7.7% | +2.0% | -3.7% |
| 3M | +3.2% | +3.8% | -0.6% | +1.9% |
| 6M | +23.4% | +22.7% | +0.7% | +16.4% |
| YTD | +18.8% | +28.0% | -9.2% | +10.8% |
| 1Y | +25.0% | +12.7% | +12.3% | +20.3% |
| 3Y | +131.2% | +231.3% | -100.1% | +60.0% |
| 5Y | +70.7% | +177.2% | -106.5% | +20.0% |
| 10Y | +289.4% | +1,065.8% | -776.4% | +77.7% |
| All | +2,887.9% | +34,573.3% | -31,685.4% | +601.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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