+326.4%
WM vs FITB
+231.2%
+95.1%
-30.1%
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% | +0.4% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | +13.7% | +7.0% | +6.7% | +12.2% |
| 3M | +5.2% | -4.4% | +9.6% | +6.0% |
| 6M | +11.2% | +11.6% | -0.4% | +8.6% |
| YTD | +9.4% | +18.6% | -9.2% | +5.3% |
| 1Y | +20.4% | +29.8% | -9.4% | +13.7% |
| 3Y | +44.7% | +140.7% | -96.0% | +18.0% |
| 5Y | +58.5% | +48.6% | +9.9% | +40.3% |
| 10Y | +326.4% | +224.4% | +102.0% | +191.8% |
| All | +326.4% | +231.2% | +95.1% | +191.8% |
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 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