+2,900.6%
FITB vs WY
+612.4%
+2,288.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.2% |
| 7D | +2.8% | -0.8% | +3.6% | +3.2% |
| 30D | +9.8% | +10.1% | -0.3% | +3.7% |
| 3M | -5.2% | -15.4% | +10.2% | +3.2% |
| 6M | +17.3% | -8.3% | +25.6% | +21.4% |
| YTD | +19.3% | -9.8% | +29.1% | +23.8% |
| 1Y | +32.7% | -3.9% | +36.6% | +32.8% |
| 3Y | +141.6% | -23.3% | +164.9% | +170.2% |
| 5Y | +48.9% | -31.2% | +80.1% | +76.0% |
| 10Y | +216.5% | +5.5% | +211.0% | +181.8% |
| All | +2,900.6% | +612.4% | +2,288.2% | +1,195.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling