+94.0%
WFC vs FITB
+49.1%
+44.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.6% | +0.1% |
| 7D | +0.1% | -1.1% | +1.2% | +0.9% |
| 30D | +2.9% | +7.3% | -4.4% | -2.1% |
| 3M | -1.4% | -4.0% | +2.6% | +1.3% |
| 6M | +14.3% | +11.9% | +2.4% | +5.3% |
| YTD | -6.2% | +19.0% | -25.2% | -17.8% |
| 1Y | +1.6% | +31.0% | -29.4% | -17.0% |
| 3Y | +126.9% | +143.8% | -16.9% | +20.5% |
| 5Y | +94.0% | +48.9% | +45.1% | +46.8% |
| All | +94.0% | +49.1% | +44.8% | +46.8% |
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 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