+239.9%
FIS vs GWW
+5,283.2%
-5,043.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.0% | +4.5% |
| 7D | +2.8% | +3.6% | -0.7% | +1.3% |
| 30D | -16.7% | +12.1% | -28.8% | -21.3% |
| 3M | -32.3% | +12.9% | -45.2% | -36.3% |
| 6M | -29.1% | +19.3% | -48.4% | -35.0% |
| YTD | -54.1% | +48.7% | -102.9% | -62.1% |
| 1Y | -53.7% | +60.5% | -114.2% | -62.9% |
| 3Y | -38.8% | +93.3% | -132.1% | -55.5% |
| 5Y | -71.1% | +219.0% | -290.1% | -83.5% |
| 10Y | -53.1% | +659.0% | -712.1% | -83.0% |
| All | +239.9% | +5,283.2% | -5,043.3% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling