+2,876.4%
FITB vs WY
+676.8%
+2,199.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | +0.1% |
| 7D | +2.8% | -2.1% | +4.9% | +4.0% |
| 30D | -4.5% | -10.5% | +6.0% | +1.3% |
| 3M | +5.7% | -4.9% | +10.5% | +7.8% |
| 6M | +17.1% | -4.9% | +22.0% | +19.3% |
| YTD | +18.3% | -1.7% | +20.0% | +17.7% |
| 1Y | +23.9% | -9.4% | +33.3% | +28.6% |
| 3Y | +131.1% | -22.3% | +153.4% | +158.6% |
| 5Y | +71.1% | -20.5% | +91.6% | +87.5% |
| 10Y | +283.9% | +4.9% | +278.9% | +242.6% |
| All | +2,876.4% | +676.8% | +2,199.6% | +1,131.8% |
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