+225.8%
FIS vs BBWI
+453.3%
-227.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -27.4% | -4.2% | -23.1% | -26.9% |
| 30D | -16.8% | +24.9% | -41.7% | -21.3% |
| 3M | -32.6% | +13.2% | -45.8% | -35.1% |
| 6M | -33.4% | +12.1% | -45.5% | -36.3% |
| YTD | -56.0% | +11.1% | -67.1% | -58.4% |
| 1Y | -55.1% | +0.7% | -55.8% | -57.2% |
| 3Y | -41.4% | -23.8% | -17.7% | -43.6% |
| 5Y | -72.7% | -66.9% | -5.7% | -69.1% |
| 10Y | -55.5% | -45.3% | -10.1% | -62.9% |
| All | +225.8% | +453.3% | -227.5% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling