+283.9%
FITB vs WST
+321.8%
-38.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | -4.5% | -4.6% | +0.1% | -3.6% |
| 3M | +5.7% | +5.7% | 0.0% | +4.3% |
| 6M | +17.1% | +37.6% | -20.5% | +8.9% |
| YTD | +18.3% | +23.0% | -4.7% | +12.4% |
| 1Y | +23.9% | +33.8% | -9.9% | +15.2% |
| 3Y | +131.1% | -13.4% | +144.5% | +125.0% |
| 5Y | +71.1% | -27.0% | +98.0% | +68.6% |
| 10Y | +283.9% | +324.5% | -40.7% | +102.9% |
| All | +283.9% | +321.8% | -38.0% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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