+141.0%
WBD vs FITB
+128.2%
+12.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.4% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | +3.9% | -5.1% | +9.0% | +7.3% |
| 3M | +5.1% | +3.5% | +1.5% | +2.1% |
| 6M | +0.6% | +17.2% | -16.6% | -11.0% |
| YTD | -3.2% | +17.6% | -20.8% | -16.0% |
| 1Y | +127.7% | +23.4% | +104.3% | +89.0% |
| All | +141.0% | +128.2% | +12.8% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling