-52.4%
FIS vs NWSA
+148.1%
-200.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.1% |
| 7D | +2.8% | +2.2% | +0.6% | +2.0% |
| 30D | -16.7% | -8.8% | -8.0% | -14.3% |
| 3M | -32.3% | -6.5% | -25.8% | -31.1% |
| 6M | -29.1% | +1.5% | -30.6% | -30.3% |
| YTD | -54.1% | +4.0% | -58.2% | -55.4% |
| 1Y | -53.7% | +3.4% | -57.2% | -54.9% |
| 3Y | -38.8% | +34.8% | -73.7% | -47.3% |
| 5Y | -71.1% | +18.4% | -89.4% | -74.5% |
| All | -52.4% | +148.1% | -200.5% | -70.2% |
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