-66.1%
FIS vs NWSA
+40.1%
-106.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -3.2% |
| 7D | -9.1% | -3.1% | -6.0% | -7.7% |
| 30D | -10.4% | +4.3% | -14.7% | -12.2% |
| 3M | -3.7% | +9.2% | -12.9% | -7.7% |
| 6M | -24.8% | +21.6% | -46.3% | -31.5% |
| YTD | -41.6% | +14.2% | -55.8% | -45.2% |
| 1Y | -42.7% | +1.8% | -44.5% | -43.7% |
| 3Y | -26.2% | +44.4% | -70.7% | -39.4% |
| 5Y | -66.1% | +41.0% | -107.1% | -73.0% |
| All | -66.1% | +40.1% | -106.2% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling