-40.9%
FIS vs WCC
+506.2%
-547.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.1% |
| 7D | -9.1% | +6.8% | -15.9% | -10.6% |
| 30D | -10.4% | -3.0% | -7.4% | -10.0% |
| 3M | -3.7% | +0.2% | -3.9% | -5.0% |
| 6M | -24.8% | +33.2% | -57.9% | -32.2% |
| YTD | -41.6% | +45.8% | -87.4% | -49.0% |
| 1Y | -42.7% | +68.4% | -111.1% | -52.3% |
| 3Y | -26.2% | +131.1% | -157.4% | -47.3% |
| 5Y | -66.1% | +225.6% | -291.7% | -78.7% |
| 10Y | -40.9% | +534.2% | -575.0% | -75.2% |
| All | -40.9% | +506.2% | -547.1% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling