-54.3%
FIS vs WCN
+322.0%
-376.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.9% | -7.0% | -6.6% |
| 7D | -3.5% | +1.2% | -4.7% | -4.1% |
| 30D | -19.4% | +26.4% | -45.9% | -29.3% |
| 3M | -31.6% | +17.5% | -49.1% | -37.6% |
| 6M | -32.5% | +28.7% | -61.3% | -41.4% |
| YTD | -56.0% | +11.5% | -67.5% | -59.0% |
| 1Y | -55.5% | +15.9% | -71.4% | -59.5% |
| 3Y | -41.3% | +51.6% | -92.9% | -54.7% |
| 5Y | -72.3% | +47.9% | -120.2% | -79.0% |
| All | -54.3% | +322.0% | -376.2% | -79.6% |
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