+1,309.1%
WDC vs FITB
+282.4%
+1,026.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.4% |
| 7D | +7.5% | -0.4% | +7.9% | +7.7% |
| 30D | +10.1% | -5.1% | +15.2% | +13.4% |
| 3M | -6.8% | +3.5% | -10.4% | -9.3% |
| 6M | +84.1% | +17.2% | +66.9% | +66.4% |
| YTD | +180.3% | +17.6% | +162.6% | +152.6% |
| 1Y | +411.1% | +23.4% | +387.7% | +344.7% |
| 3Y | +1,375.0% | +129.7% | +1,245.3% | +778.2% |
| 5Y | +991.6% | +68.4% | +923.1% | +659.6% |
| 10Y | +1,309.1% | +285.6% | +1,023.4% | +490.8% |
| All | +1,309.1% | +282.4% | +1,026.7% | +490.8% |
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