+296.4%
WBD vs FITB
+155.3%
+141.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.7% | +2.8% | -3.5% | -1.5% |
| 30D | +5.0% | -4.5% | +9.5% | +6.3% |
| 3M | +6.2% | +5.7% | +0.6% | +4.5% |
| 6M | +0.6% | +17.1% | -16.5% | -4.0% |
| YTD | -2.4% | +18.3% | -20.8% | -7.4% |
| 1Y | +127.7% | +23.9% | +103.8% | +113.2% |
| 3Y | +148.4% | +131.1% | +17.3% | +99.5% |
| 5Y | +4.2% | +71.1% | -66.9% | -9.7% |
| 10Y | +10.8% | +283.9% | -273.1% | -22.7% |
| All | +296.4% | +155.3% | +141.0% | +176.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling