+68.4%
FITB vs WWD
+191.3%
-122.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | -5.1% | -5.1% | 0.0% | -3.3% |
| 3M | +3.5% | -11.2% | +14.8% | +7.5% |
| 6M | +17.2% | -12.0% | +29.3% | +21.4% |
| YTD | +17.6% | +12.0% | +5.7% | +9.4% |
| 1Y | +23.4% | +42.8% | -19.4% | +2.2% |
| 3Y | +129.7% | +168.9% | -39.2% | +35.3% |
| 5Y | +68.4% | +192.2% | -123.8% | -9.7% |
| All | +68.4% | +191.3% | -122.9% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling