-41.5%
FIS vs GWW
+29.1%
-70.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -7.9% | -3.4% | -4.5% | -7.7% |
| 30D | -8.0% | -1.9% | -6.1% | -7.8% |
| 3M | +0.6% | -2.4% | +3.0% | +0.7% |
| 6M | -22.2% | +15.7% | -37.9% | -22.9% |
| YTD | -40.8% | +27.6% | -68.4% | -43.2% |
| 1Y | -41.5% | +27.2% | -68.7% | -45.1% |
| All | -41.5% | +29.1% | -70.6% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling