+29,154.7%
WM vs FITB
+2,803.0%
+26,351.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.5% |
| 7D | +4.5% | -1.8% | +6.3% | +4.8% |
| 30D | +16.1% | +4.8% | +11.3% | +15.3% |
| 3M | +8.0% | -6.4% | +14.5% | +9.0% |
| 6M | +8.4% | +7.9% | +0.5% | +7.0% |
| YTD | +11.2% | +17.0% | -5.8% | +8.2% |
| 1Y | +22.3% | +29.9% | -7.6% | +17.1% |
| 3Y | +50.2% | +124.8% | -74.6% | +31.1% |
| 5Y | +63.3% | +46.4% | +16.9% | +49.2% |
| 10Y | +355.0% | +258.1% | +96.9% | +249.3% |
| All | +29,154.7% | +2,803.0% | +26,351.7% | +15,954.8% |
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 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