+230.6%
FIS vs BWA
+1,217.1%
-986.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -3.1% |
| 7D | -25.5% | -5.5% | -20.0% | -24.0% |
| 30D | -15.1% | -21.7% | +6.7% | -8.3% |
| 3M | -32.1% | -25.6% | -6.5% | -25.8% |
| 6M | -36.1% | -17.4% | -18.6% | -33.6% |
| YTD | -55.4% | +9.2% | -64.6% | -58.9% |
| 1Y | -53.9% | +9.7% | -63.6% | -57.6% |
| 3Y | -39.8% | +54.6% | -94.4% | -52.0% |
| 5Y | -71.1% | +26.8% | -97.9% | -75.9% |
| 10Y | -53.8% | +89.0% | -142.8% | -69.4% |
| All | +230.6% | +1,217.1% | -986.5% | -15.0% |
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