+2,896.1%
FITB vs WST
+12,330.1%
-9,434.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | -4.7% | -3.1% | -1.6% | -3.7% |
| 3M | +6.7% | +7.2% | -0.5% | +3.8% |
| 6M | +12.6% | +36.8% | -24.3% | 0.0% |
| YTD | +19.1% | +23.8% | -4.7% | +9.1% |
| 1Y | +22.6% | +37.8% | -15.1% | +7.3% |
| 3Y | +127.1% | -15.9% | +143.0% | +115.6% |
| 5Y | +71.8% | -25.8% | +97.6% | +64.0% |
| 10Y | +287.2% | +319.6% | -32.4% | +64.5% |
| All | +2,896.1% | +12,330.1% | -9,434.0% | +385.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling