-41.4%
FIS vs WCN
+239.1%
-280.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.3% | -2.8% |
| 7D | -9.1% | -1.7% | -7.3% | -8.2% |
| 30D | -10.4% | -3.0% | -7.5% | -8.9% |
| 3M | -3.7% | +2.5% | -6.2% | -4.9% |
| 6M | -24.8% | -5.7% | -19.1% | -22.7% |
| YTD | -41.6% | -7.4% | -34.1% | -39.5% |
| 1Y | -42.7% | -8.6% | -34.1% | -40.4% |
| 3Y | -26.2% | +19.4% | -45.6% | -34.9% |
| 5Y | -66.1% | +27.2% | -93.3% | -72.2% |
| All | -41.4% | +239.1% | -280.4% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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