+376.5%
FIS vs WCC
+4,017.5%
-3,640.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.9% |
| 7D | +1.1% | +4.5% | -3.4% | 0.0% |
| 30D | -2.2% | -5.8% | +3.6% | -1.1% |
| 3M | +2.1% | -3.7% | +5.8% | +1.8% |
| 6M | -14.7% | +23.1% | -37.7% | -21.0% |
| YTD | -35.7% | +44.2% | -79.9% | -43.0% |
| 1Y | -37.1% | +62.1% | -99.2% | -46.2% |
| 3Y | -20.0% | +121.1% | -141.1% | -39.9% |
| 5Y | -62.1% | +214.0% | -276.1% | -74.5% |
| 10Y | -37.4% | +472.8% | -510.2% | -67.3% |
| All | +376.5% | +4,017.5% | -3,640.9% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling