+190.2%
WMB vs FITB
+49.1%
+141.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.1% |
| 7D | -6.7% | -1.1% | -5.5% | -6.4% |
| 30D | -8.6% | +7.3% | -15.9% | -10.3% |
| 3M | -4.9% | -4.0% | -0.9% | -4.0% |
| 6M | -6.3% | +11.9% | -18.2% | -9.3% |
| YTD | +13.0% | +19.0% | -6.0% | +7.0% |
| 1Y | +14.9% | +31.0% | -16.1% | +5.8% |
| 3Y | +113.4% | +143.8% | -30.4% | +62.2% |
| 5Y | +190.2% | +48.9% | +141.3% | +137.4% |
| All | +190.2% | +49.1% | +141.0% | +137.4% |
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 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