+118.2%
WFC vs FITB
+231.2%
-113.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +0.9% | +0.5% | +0.4% | +0.5% |
| 30D | +3.3% | +7.0% | -3.8% | -1.5% |
| 3M | -1.4% | -4.4% | +2.9% | +1.6% |
| 6M | +14.7% | +11.6% | +3.2% | +6.0% |
| YTD | -5.9% | +18.6% | -24.5% | -17.2% |
| 1Y | +1.8% | +29.8% | -28.0% | -16.0% |
| 3Y | +124.9% | +140.7% | -15.8% | +20.1% |
| 5Y | +92.7% | +48.6% | +44.1% | +40.3% |
| 10Y | +118.2% | +224.4% | -106.2% | -12.9% |
| All | +118.2% | +231.2% | -113.0% | -12.9% |
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