+17.3%
FITB vs WU
-17.5%
+34.8%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +1.0% |
| 7D | +2.8% | -2.0% | +4.8% | +3.0% |
| 30D | +9.8% | +11.4% | -1.6% | +8.3% |
| 3M | -5.2% | -6.8% | +1.7% | -5.0% |
| 6M | +17.3% | -14.6% | +32.0% | +15.4% |
| All | +17.3% | -17.5% | +34.8% | +15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling