-52.8%
FIS vs WAB
+46.1%
-98.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.8% |
| 7D | +1.5% | +3.1% | -1.6% | +2.1% |
| 30D | -11.8% | +6.4% | -18.3% | -10.8% |
| 3M | -28.5% | +2.2% | -30.7% | -28.1% |
| 6M | -27.0% | +13.7% | -40.7% | -25.3% |
| YTD | -53.1% | +43.0% | -96.1% | -54.9% |
| 1Y | -52.8% | +47.0% | -99.7% | -55.1% |
| All | -52.8% | +46.1% | -98.8% | -55.1% |
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 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