+8,627.7%
WFC vs FITB
+2,855.6%
+5,772.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +3.8% | +0.6% | +3.2% | +3.4% |
| 30D | +1.5% | -4.7% | +6.2% | +4.1% |
| 3M | +10.9% | +6.7% | +4.2% | +7.0% |
| 6M | +8.4% | +12.6% | -4.1% | +1.6% |
| YTD | -1.9% | +19.1% | -21.0% | -11.1% |
| 1Y | +12.3% | +22.6% | -10.3% | 0.0% |
| 3Y | +132.3% | +127.1% | +5.2% | +48.3% |
| 5Y | +130.1% | +71.8% | +58.3% | +68.6% |
| 10Y | +134.4% | +287.2% | -152.8% | +9.7% |
| All | +8,627.7% | +2,855.6% | +5,772.1% | +1,027.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling