-17.3%
FIS vs NWSA
+99.8%
-117.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -27.4% | -9.7% | -17.7% | -25.2% |
| 30D | -16.8% | -8.6% | -8.2% | -14.7% |
| 3M | -32.6% | -6.3% | -26.3% | -31.6% |
| 6M | -33.4% | -1.2% | -32.2% | -33.9% |
| YTD | -56.0% | +2.6% | -58.7% | -57.0% |
| 1Y | -55.1% | 0.0% | -55.1% | -55.7% |
| 3Y | -41.4% | +30.1% | -71.5% | -48.4% |
| 5Y | -72.7% | +18.3% | -91.0% | -75.7% |
| 10Y | -55.5% | +149.3% | -204.8% | -72.0% |
| All | -17.3% | +99.8% | -117.1% | -44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling