-38.8%
FIS vs WCN
+52.1%
-90.9%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.1% | +4.2% |
| 7D | +2.8% | +2.6% | +0.2% | +1.8% |
| 30D | -16.7% | +23.9% | -40.7% | -24.1% |
| 3M | -32.3% | +17.4% | -49.7% | -36.8% |
| 6M | -29.1% | +28.0% | -57.1% | -35.9% |
| YTD | -54.1% | +11.6% | -65.7% | -56.3% |
| 1Y | -53.7% | +16.9% | -70.6% | -56.8% |
| 3Y | -38.8% | +51.6% | -90.4% | -47.3% |
| All | -38.8% | +52.1% | -90.9% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling