+302.1%
WMB vs FITB
+285.0%
+17.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +2.9% | +2.5% |
| 7D | +0.8% | +2.8% | -2.0% | -0.4% |
| 30D | +7.7% | -4.5% | +12.2% | +9.8% |
| 3M | +6.7% | +5.7% | +1.1% | +4.0% |
| 6M | +3.6% | +17.1% | -13.5% | -3.8% |
| YTD | +28.0% | +18.3% | +9.7% | +17.6% |
| 1Y | +37.6% | +23.9% | +13.7% | +23.4% |
| 3Y | +149.0% | +131.1% | +17.9% | +63.3% |
| 5Y | +285.3% | +71.1% | +214.2% | +174.6% |
| 10Y | +302.1% | +283.9% | +18.2% | +57.4% |
| All | +302.1% | +285.0% | +17.0% | +57.4% |
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 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