+992.6%
WDC vs FITB
+71.1%
+921.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.5% |
| 7D | +6.0% | +2.8% | +3.2% | +4.4% |
| 30D | +9.9% | -4.5% | +14.5% | +12.6% |
| 3M | -9.4% | +5.7% | -15.0% | -12.6% |
| 6M | +94.7% | +17.1% | +77.6% | +76.9% |
| YTD | +177.4% | +18.3% | +159.0% | +150.5% |
| 1Y | +412.6% | +23.9% | +388.7% | +348.9% |
| 3Y | +1,359.8% | +131.1% | +1,228.7% | +799.8% |
| 5Y | +992.6% | +71.1% | +921.5% | +712.1% |
| All | +992.6% | +71.1% | +921.4% | +712.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling