+225.8%
FIS vs WAB
+4,931.9%
-4,706.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.7% |
| 7D | -27.4% | +4.0% | -31.4% | -28.5% |
| 30D | -16.8% | +6.3% | -23.2% | -18.8% |
| 3M | -32.6% | +3.3% | -35.9% | -33.7% |
| 6M | -33.4% | +14.5% | -47.9% | -37.1% |
| YTD | -56.0% | +42.7% | -98.7% | -61.7% |
| 1Y | -55.1% | +45.2% | -100.3% | -61.1% |
| 3Y | -41.4% | +173.8% | -215.2% | -59.7% |
| 5Y | -72.7% | +223.8% | -296.4% | -82.4% |
| 10Y | -55.5% | +280.5% | -336.0% | -74.9% |
| All | +225.8% | +4,931.9% | -4,706.1% | -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