-52.4%
FIS vs WAB
+266.7%
-319.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.4% |
| 7D | +2.8% | +5.1% | -2.2% | +1.2% |
| 30D | -16.7% | +4.0% | -20.7% | -18.1% |
| 3M | -32.3% | +0.1% | -32.4% | -32.7% |
| 6M | -29.1% | +12.8% | -41.8% | -32.7% |
| YTD | -54.1% | +40.1% | -94.2% | -60.0% |
| 1Y | -53.7% | +46.4% | -100.1% | -60.3% |
| 3Y | -38.8% | +167.4% | -206.2% | -58.5% |
| 5Y | -71.1% | +215.0% | -286.1% | -81.7% |
| All | -52.4% | +266.7% | -319.0% | -75.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling