-41.3%
FIS vs GWW
+95.0%
-136.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.1% | -7.2% | -6.3% |
| 7D | -3.5% | +3.7% | -7.2% | -4.0% |
| 30D | -19.4% | +13.6% | -33.0% | -21.6% |
| 3M | -31.6% | +15.4% | -46.9% | -33.7% |
| 6M | -32.5% | +21.8% | -54.3% | -35.7% |
| YTD | -56.0% | +50.0% | -106.0% | -60.8% |
| 1Y | -55.5% | +60.2% | -115.8% | -61.4% |
| All | -41.3% | +95.0% | -136.3% | -50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling