+1,305.2%
FITB vs WWD
+14,867.0%
-13,561.8%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +0.5% | +0.4% | 0.0% | +0.1% |
| 30D | +7.0% | -0.4% | +7.4% | +6.7% |
| 3M | -4.4% | -6.1% | +1.7% | -2.4% |
| 6M | +11.6% | -9.5% | +21.1% | +14.6% |
| YTD | +18.6% | +10.8% | +7.8% | +9.7% |
| 1Y | +29.8% | +23.5% | +6.3% | +13.4% |
| 3Y | +140.7% | +151.3% | -10.6% | +46.1% |
| 5Y | +48.6% | +187.8% | -139.2% | -16.9% |
| 10Y | +224.4% | +461.1% | -236.7% | +32.9% |
| All | +1,305.2% | +14,867.0% | -13,561.8% | +231.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling