+47.5%
FITB vs WU
-43.8%
+91.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +0.6% |
| 7D | +2.8% | -2.0% | +4.8% | +3.5% |
| 30D | +9.8% | +11.4% | -1.6% | +4.8% |
| 3M | -5.2% | -6.8% | +1.7% | -2.9% |
| 6M | +17.3% | -14.6% | +32.0% | +22.6% |
| YTD | +19.3% | -20.6% | +39.9% | +28.1% |
| 1Y | +32.7% | -15.4% | +48.1% | +38.0% |
| 3Y | +141.6% | -23.6% | +165.2% | +157.1% |
| All | +47.5% | -43.8% | +91.3% | +77.6% |
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