-40.9%
FIS vs WAB
+282.7%
-323.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.0% |
| 7D | -9.1% | +0.2% | -9.3% | -9.1% |
| 30D | -10.4% | -4.6% | -5.9% | -9.1% |
| 3M | -3.7% | +5.6% | -9.3% | -6.1% |
| 6M | -24.8% | +13.8% | -38.6% | -28.9% |
| YTD | -41.6% | +31.9% | -73.4% | -47.7% |
| 1Y | -42.7% | +48.3% | -91.0% | -51.0% |
| 3Y | -26.2% | +167.1% | -193.4% | -49.7% |
| 5Y | -66.1% | +222.9% | -289.0% | -78.5% |
| 10Y | -40.9% | +289.9% | -330.8% | -69.1% |
| All | -40.9% | +282.7% | -323.5% | -69.1% |
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