-23.6%
FIS vs NWSA
+44.8%
-68.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.9% | -4.0% | -5.0% |
| 7D | -3.5% | -2.6% | -0.8% | -2.1% |
| 30D | -7.8% | +4.6% | -12.4% | -9.8% |
| 3M | +0.8% | +10.2% | -9.4% | -3.9% |
| 6M | -21.9% | +21.6% | -43.5% | -28.9% |
| YTD | -39.5% | +14.6% | -54.1% | -43.4% |
| 1Y | -41.0% | +0.4% | -41.3% | -41.7% |
| 3Y | -23.6% | +45.0% | -68.6% | -38.4% |
| All | -23.6% | +44.8% | -68.4% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling