+163.9%
FITB vs WU
-21.8%
+185.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +0.2% |
| 7D | +2.8% | -2.0% | +4.8% | +4.1% |
| 30D | +9.8% | +11.4% | -1.6% | +1.6% |
| 3M | -5.2% | -6.8% | +1.7% | -1.7% |
| 6M | +17.3% | -14.6% | +32.0% | +24.5% |
| YTD | +19.3% | -20.6% | +39.9% | +31.5% |
| 1Y | +32.7% | -15.4% | +48.1% | +39.6% |
| 3Y | +141.6% | -23.6% | +165.2% | +159.9% |
| 5Y | +48.9% | -43.4% | +92.2% | +90.7% |
| 10Y | +216.5% | -38.8% | +255.3% | +275.4% |
| All | +163.9% | -21.8% | +185.8% | +143.9% |
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