+61.3%
WM vs FITB
+48.8%
+12.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | +0.8% | -0.6% | +1.3% | +0.8% |
| 30D | +13.8% | +7.0% | +6.8% | +13.0% |
| 3M | +6.4% | -4.8% | +11.2% | +6.8% |
| 6M | +13.2% | +13.5% | -0.3% | +11.7% |
| YTD | +10.8% | +19.1% | -8.3% | +8.6% |
| 1Y | +20.2% | +30.8% | -10.6% | +16.6% |
| 3Y | +46.5% | +141.6% | -95.2% | +31.3% |
| 5Y | +61.3% | +48.3% | +13.0% | +51.1% |
| All | +61.3% | +48.8% | +12.5% | +51.1% |
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