+163.5%
FITB vs WU
-19.6%
+183.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.5% |
| 7D | +0.6% | -0.8% | +1.4% | +1.2% |
| 30D | -4.7% | -1.1% | -3.6% | -4.3% |
| 3M | +6.7% | -3.9% | +10.5% | +5.8% |
| 6M | +12.6% | -20.7% | +33.2% | +26.1% |
| YTD | +19.1% | -18.4% | +37.5% | +30.2% |
| 1Y | +22.6% | -8.1% | +30.7% | +21.6% |
| 3Y | +127.1% | -24.2% | +151.3% | +146.0% |
| 5Y | +71.8% | -50.4% | +122.3% | +145.0% |
| 10Y | +287.2% | -40.0% | +327.2% | +370.0% |
| All | +163.5% | -19.6% | +183.1% | +141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling