+142.4%
WFC vs FITB
+282.4%
-140.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.4% |
| 7D | +0.4% | -0.4% | +0.8% | +0.7% |
| 30D | +2.5% | -5.1% | +7.6% | +6.2% |
| 3M | +10.0% | +3.5% | +6.4% | +7.1% |
| 6M | +15.1% | +17.2% | -2.2% | +2.6% |
| YTD | -2.2% | +17.6% | -19.8% | -13.4% |
| 1Y | +13.5% | +23.4% | -9.9% | -3.2% |
| 3Y | +135.2% | +129.7% | +5.5% | +29.0% |
| 5Y | +128.3% | +68.4% | +59.9% | +51.5% |
| 10Y | +142.4% | +285.6% | -143.3% | -14.6% |
| All | +142.4% | +282.4% | -140.0% | -14.6% |
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 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