+12.0%
WBD vs FITB
+288.7%
-276.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | -0.6% | -1.0% | +0.4% | -0.1% |
| 30D | +4.2% | -5.5% | +9.7% | +7.1% |
| 3M | +7.5% | +4.1% | +3.4% | +5.0% |
| 6M | +1.6% | +18.7% | -17.1% | -7.8% |
| YTD | -2.2% | +18.2% | -20.3% | -11.7% |
| 1Y | +124.9% | +23.7% | +101.2% | +97.5% |
| 3Y | +149.1% | +130.8% | +18.4% | +61.1% |
| 5Y | +7.8% | +69.8% | -61.9% | -20.2% |
| All | +12.0% | +288.7% | -276.7% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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