+84.7%
WDC vs FITB
+30.5%
+54.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +7.9% | +8.2% |
| 7D | -3.2% | -0.6% | -2.7% | -2.8% |
| 30D | -19.0% | +7.0% | -26.1% | -20.9% |
| 3M | -28.4% | -4.8% | -23.7% | -26.9% |
| 6M | -39.2% | +13.5% | -52.8% | -44.2% |
| YTD | +82.1% | +19.1% | +63.0% | +56.3% |
| 1Y | +84.7% | +30.8% | +53.9% | +50.6% |
| All | +84.7% | +30.5% | +54.1% | +50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling