+8,272.6%
WFC vs FITB
+2,854.6%
+5,417.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.2% |
| 7D | -1.3% | -0.6% | -0.7% | -1.0% |
| 30D | +3.6% | +7.0% | -3.5% | -0.2% |
| 3M | -1.3% | -4.8% | +3.5% | +1.3% |
| 6M | +18.0% | +13.5% | +4.4% | +10.0% |
| YTD | -5.9% | +19.1% | -24.9% | -14.7% |
| 1Y | +1.8% | +30.8% | -29.0% | -12.4% |
| 3Y | +125.0% | +141.6% | -16.6% | +39.4% |
| 5Y | +92.0% | +48.3% | +43.7% | +52.5% |
| 10Y | +117.9% | +215.9% | -98.0% | +13.1% |
| All | +8,272.6% | +2,854.6% | +5,417.9% | +982.2% |
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