+284.0%
FITB vs WY
+7.6%
+276.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.3% |
| 7D | -0.3% | -4.2% | +3.9% | +2.4% |
| 30D | -5.7% | -10.1% | +4.4% | +0.6% |
| 3M | +3.2% | -8.5% | +11.7% | +8.1% |
| 6M | +23.4% | -3.3% | +26.7% | +24.5% |
| YTD | +18.8% | -4.4% | +23.2% | +19.9% |
| 1Y | +25.0% | -11.5% | +36.5% | +32.2% |
| 3Y | +131.2% | -24.3% | +155.5% | +166.1% |
| 5Y | +70.7% | -21.3% | +92.0% | +88.5% |
| All | +284.0% | +7.6% | +276.5% | +216.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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