+26,336.4%
WM vs FITB
+2,855.6%
+23,480.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -0.3% | +0.6% | -0.9% | -0.4% |
| 30D | -2.4% | -4.7% | +2.4% | -1.7% |
| 3M | +0.4% | +6.7% | -6.3% | -0.6% |
| 6M | -9.5% | +12.6% | -22.0% | -11.3% |
| YTD | +0.5% | +19.1% | -18.6% | -2.4% |
| 1Y | -1.1% | +22.6% | -23.7% | -4.5% |
| 3Y | +46.0% | +127.1% | -81.1% | +27.1% |
| 5Y | +51.8% | +71.8% | -20.0% | +35.3% |
| 10Y | +307.5% | +287.2% | +20.3% | +209.4% |
| All | +26,336.4% | +2,855.6% | +23,480.8% | +14,374.2% |
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