+282.0%
FITB vs WWD
+490.2%
-208.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +1.3% |
| 7D | -1.0% | -2.9% | +1.9% | +0.6% |
| 30D | -5.5% | -6.6% | +1.1% | -2.0% |
| 3M | +4.1% | -9.3% | +13.4% | +8.5% |
| 6M | +18.7% | -13.6% | +32.3% | +25.9% |
| YTD | +18.2% | +10.4% | +7.8% | +7.4% |
| 1Y | +23.7% | +39.9% | -16.2% | -3.8% |
| 3Y | +130.8% | +165.0% | -34.3% | +14.0% |
| 5Y | +69.8% | +183.8% | -114.0% | -22.9% |
| All | +282.0% | +490.2% | -208.3% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling