-65.6%
FIS vs WCN
+30.9%
-96.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.0% | -4.9% | -5.5% |
| 7D | -3.5% | -0.4% | -3.0% | -3.3% |
| 30D | -7.8% | -2.1% | -5.7% | -7.1% |
| 3M | +0.8% | +6.4% | -5.5% | -1.1% |
| 6M | -21.9% | -3.7% | -18.2% | -20.9% |
| YTD | -39.5% | -6.4% | -33.1% | -38.2% |
| 1Y | -41.0% | -7.9% | -33.0% | -39.4% |
| 3Y | -23.6% | +20.8% | -44.4% | -27.9% |
| 5Y | -65.6% | +29.0% | -94.6% | -69.6% |
| All | -65.6% | +30.9% | -96.6% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling