-66.1%
FIS vs GWW
+221.1%
-287.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.0% |
| 3M | -3.7% | -3.6% | 0.0% | -2.8% |
| 6M | -24.8% | +15.1% | -39.9% | -28.4% |
| YTD | -41.6% | +27.5% | -69.0% | -46.5% |
| 1Y | -42.7% | +29.6% | -72.3% | -48.0% |
| 3Y | -26.2% | +90.1% | -116.3% | -42.0% |
| 5Y | -66.1% | +222.6% | -288.7% | -79.3% |
| All | -66.1% | +221.1% | -287.2% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling