+1,311.1%
FITB vs WWD
+15,408.5%
-14,097.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | +0.6% | +1.3% | -0.7% | 0.0% |
| 30D | -4.7% | -7.2% | +2.4% | -1.6% |
| 3M | +6.7% | -3.8% | +10.5% | +7.4% |
| 6M | +12.6% | -9.9% | +22.5% | +16.0% |
| YTD | +19.1% | +14.8% | +4.3% | +9.1% |
| 1Y | +22.6% | +42.1% | -19.4% | +0.9% |
| 3Y | +127.1% | +170.8% | -43.7% | +34.0% |
| 5Y | +71.8% | +197.5% | -125.7% | -4.9% |
| 10Y | +287.2% | +477.8% | -190.6% | +57.4% |
| All | +1,311.1% | +15,408.5% | -14,097.4% | +229.5% |
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