-71.9%
FIS vs WAB
+216.2%
-288.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -2.9% |
| 7D | -29.4% | +4.0% | -33.4% | -30.4% |
| 30D | -16.7% | +4.5% | -21.2% | -18.1% |
| 3M | -33.0% | +2.3% | -35.3% | -33.7% |
| 6M | -33.3% | +12.5% | -45.8% | -36.7% |
| YTD | -56.0% | +40.2% | -96.2% | -62.1% |
| 1Y | -54.6% | +45.2% | -99.8% | -61.5% |
| 3Y | -40.6% | +171.8% | -212.4% | -64.0% |
| 5Y | -71.9% | +217.6% | -289.5% | -84.5% |
| All | -71.9% | +216.2% | -288.2% | -84.5% |
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