+68.4%
FITB vs WU
-51.4%
+119.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -0.4% | -4.9% | +4.5% | +1.7% |
| 30D | -5.1% | -1.3% | -3.9% | -4.8% |
| 3M | +3.5% | -3.6% | +7.1% | +3.0% |
| 6M | +17.2% | -24.3% | +41.6% | +29.8% |
| YTD | +17.6% | -21.1% | +38.7% | +27.3% |
| 1Y | +23.4% | -10.3% | +33.7% | +24.3% |
| 3Y | +129.7% | -28.4% | +158.1% | +152.4% |
| 5Y | +68.4% | -51.2% | +119.6% | +127.3% |
| All | +68.4% | -51.4% | +119.8% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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