+376.5%
FIS vs WAB
+4,589.8%
-4,213.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | +1.1% | -3.2% | +4.3% | +2.1% |
| 30D | -2.2% | -4.4% | +2.2% | -0.8% |
| 3M | +2.1% | +7.9% | -5.7% | -1.0% |
| 6M | -14.7% | +8.7% | -23.4% | -18.1% |
| YTD | -35.7% | +33.0% | -68.7% | -42.4% |
| 1Y | -37.1% | +46.7% | -83.7% | -45.6% |
| 3Y | -20.0% | +153.0% | -173.0% | -43.3% |
| 5Y | -62.1% | +222.3% | -284.4% | -75.4% |
| 10Y | -37.4% | +291.0% | -328.4% | -64.9% |
| All | +376.5% | +4,589.8% | -4,213.3% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling