+49.3%
WM vs FITB
+124.9%
-75.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.3% |
| 7D | +4.5% | -1.8% | +6.3% | +4.6% |
| 30D | +16.1% | +4.8% | +11.3% | +15.7% |
| 3M | +8.0% | -6.4% | +14.5% | +8.5% |
| 6M | +8.4% | +7.9% | +0.5% | +7.9% |
| YTD | +11.2% | +17.0% | -5.8% | +10.0% |
| 1Y | +22.3% | +29.9% | -7.6% | +20.0% |
| All | +49.3% | +124.9% | -75.7% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling