-65.6%
FIS vs WAB
+231.1%
-296.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.1% |
| 7D | -3.5% | +1.7% | -5.1% | -4.0% |
| 30D | -7.8% | -2.4% | -5.4% | -7.1% |
| 3M | +0.8% | +9.7% | -8.8% | -3.1% |
| 6M | -21.9% | +16.5% | -38.4% | -27.3% |
| YTD | -39.5% | +33.7% | -73.2% | -47.1% |
| 1Y | -41.0% | +49.7% | -90.7% | -51.0% |
| 3Y | -23.6% | +170.9% | -194.5% | -54.2% |
| 5Y | -65.6% | +228.0% | -293.7% | -81.7% |
| All | -65.6% | +231.1% | -296.7% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling