-40.9%
FIS vs BBWI
-58.2%
+17.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.3% | +2.9% | -2.4% |
| 7D | -9.1% | -4.4% | -4.7% | -8.4% |
| 30D | -10.4% | -7.4% | -3.1% | -9.5% |
| 3M | -3.7% | -2.2% | -1.5% | -3.8% |
| 6M | -24.8% | -16.3% | -8.5% | -23.6% |
| YTD | -41.6% | -9.1% | -32.4% | -41.6% |
| 1Y | -42.7% | -34.5% | -8.2% | -40.2% |
| 3Y | -26.2% | -47.0% | +20.7% | -23.0% |
| 5Y | -66.1% | -68.8% | +2.7% | -62.5% |
| 10Y | -40.9% | -57.4% | +16.5% | -50.6% |
| All | -40.9% | -58.2% | +17.4% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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