-26.5%
FIS vs GWW
+89.5%
-116.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.2% |
| 7D | -9.1% | -0.5% | -8.6% | -8.9% |
| 30D | -10.4% | -1.4% | -9.0% | -10.1% |
| 3M | -3.7% | -3.6% | 0.0% | -3.0% |
| 6M | -24.8% | +15.1% | -39.9% | -27.9% |
| YTD | -41.6% | +27.5% | -69.0% | -46.1% |
| 1Y | -42.7% | +29.6% | -72.3% | -47.6% |
| All | -26.5% | +89.5% | -116.0% | -39.2% |
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