-51.1%
FIS vs WAB
+46.5%
-97.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +1.1% | -24.8% | -23.5% |
| 7D | -18.4% | +4.5% | -23.0% | -17.8% |
| 30D | -11.4% | +1.1% | -12.4% | -11.1% |
| 3M | -32.0% | -1.3% | -30.7% | -32.0% |
| 6M | -35.6% | +12.7% | -48.3% | -34.5% |
| YTD | -53.8% | +38.7% | -92.5% | -55.8% |
| 1Y | -51.1% | +44.9% | -96.0% | -53.8% |
| All | -51.1% | +46.5% | -97.6% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling