+247.6%
FIS vs WAB
+4,943.3%
-4,695.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.6% |
| 7D | +1.5% | +3.1% | -1.6% | +0.4% |
| 30D | -11.8% | +6.4% | -18.3% | -13.9% |
| 3M | -28.5% | +2.2% | -30.7% | -29.4% |
| 6M | -27.0% | +13.7% | -40.7% | -31.0% |
| YTD | -53.1% | +43.0% | -96.1% | -59.2% |
| 1Y | -52.8% | +47.0% | -99.7% | -59.3% |
| 3Y | -37.5% | +174.4% | -211.9% | -57.0% |
| 5Y | -71.1% | +222.2% | -293.2% | -81.3% |
| 10Y | -52.0% | +276.9% | -328.9% | -72.8% |
| All | +247.6% | +4,943.3% | -4,695.7% | -14.8% |
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