+376.5%
FIS vs BWA
+1,722.5%
-1,346.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.8% |
| 7D | +1.1% | +5.7% | -4.6% | -0.7% |
| 30D | -2.2% | +1.4% | -3.6% | -2.9% |
| 3M | +2.1% | -12.1% | +14.2% | +5.3% |
| 6M | -14.7% | +28.6% | -43.2% | -23.4% |
| YTD | -35.7% | +51.1% | -86.8% | -46.4% |
| 1Y | -37.1% | +55.9% | -92.9% | -48.2% |
| 3Y | -20.0% | +70.1% | -90.1% | -37.9% |
| 5Y | -62.1% | +90.7% | -152.8% | -72.3% |
| 10Y | -37.4% | +154.0% | -191.4% | -62.2% |
| All | +376.5% | +1,722.5% | -1,346.0% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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