-40.7%
FIS vs NWSA
+148.8%
-189.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -8.9% | -4.8% | -4.1% | -7.0% |
| 30D | -9.9% | +3.0% | -12.9% | -11.0% |
| 3M | 0.0% | +9.3% | -9.3% | -3.7% |
| 6M | -22.9% | +23.2% | -46.1% | -29.3% |
| YTD | -40.9% | +13.3% | -54.2% | -43.9% |
| 1Y | -40.4% | +2.9% | -43.3% | -41.5% |
| 3Y | -25.4% | +43.3% | -68.7% | -36.5% |
| 5Y | -64.8% | +40.9% | -105.7% | -70.7% |
| All | -40.7% | +148.8% | -189.5% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling