+34.1%
FITB vs WWD
+27.2%
+7.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.9% |
| 7D | +2.3% | +7.3% | -5.0% | +0.6% |
| 30D | +7.7% | -2.0% | +9.7% | +8.0% |
| 3M | -4.5% | -12.6% | +8.1% | -1.6% |
| 6M | +12.5% | -8.4% | +20.9% | +13.3% |
| YTD | +19.8% | +8.2% | +11.5% | +16.2% |
| 1Y | +34.1% | +26.5% | +7.6% | +26.3% |
| All | +34.1% | +27.2% | +7.0% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling