+695.1%
WDC vs FITB
+226.2%
+468.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +7.9% | +8.1% |
| 7D | -3.2% | -0.6% | -2.7% | -2.6% |
| 30D | -19.0% | +7.0% | -26.1% | -21.9% |
| 3M | -28.4% | -4.8% | -23.7% | -26.5% |
| 6M | -39.2% | +13.5% | -52.8% | -44.1% |
| YTD | +82.1% | +19.1% | +63.0% | +62.8% |
| 1Y | +84.7% | +30.8% | +53.9% | +56.5% |
| 3Y | +825.6% | +141.6% | +684.0% | +440.4% |
| 5Y | +608.2% | +48.3% | +559.9% | +431.1% |
| 10Y | +695.1% | +215.9% | +479.2% | +276.2% |
| All | +695.1% | +226.2% | +468.9% | +276.2% |
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