-39.8%
FIS vs WCC
+110.7%
-150.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.4% |
| 7D | -25.5% | -14.7% | -10.8% | -24.1% |
| 30D | -15.1% | -20.1% | +5.0% | -13.3% |
| 3M | -32.1% | -21.2% | -11.0% | -30.7% |
| 6M | -36.1% | -19.2% | -16.9% | -35.0% |
| YTD | -55.4% | +20.2% | -75.6% | -57.7% |
| 1Y | -53.9% | +14.5% | -68.3% | -55.9% |
| 3Y | -39.8% | +115.1% | -154.9% | -53.3% |
| All | -39.8% | +110.7% | -150.4% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling