-18.8%
FIS vs WCN
+20.9%
-39.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.5% |
| 7D | +1.1% | -0.6% | +1.7% | +1.3% |
| 30D | -2.2% | +0.4% | -2.7% | -2.4% |
| 3M | +2.1% | +7.3% | -5.2% | -0.4% |
| 6M | -14.7% | -2.5% | -12.2% | -13.7% |
| YTD | -35.7% | -5.4% | -30.3% | -34.3% |
| 1Y | -37.1% | -8.5% | -28.6% | -34.8% |
| All | -18.8% | +20.9% | -39.7% | -25.0% |
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