+247.6%
FIS vs WCN
+3,462.6%
-3,215.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.6% | +6.1% | +6.5% |
| 7D | +1.5% | +0.4% | +1.1% | +1.3% |
| 30D | -11.8% | +25.3% | -37.1% | -20.2% |
| 3M | -28.5% | +15.4% | -44.0% | -33.1% |
| 6M | -27.0% | +27.8% | -54.9% | -34.6% |
| YTD | -53.1% | +10.6% | -63.6% | -55.5% |
| 1Y | -52.8% | +15.8% | -68.5% | -56.1% |
| 3Y | -37.5% | +50.3% | -87.7% | -48.3% |
| 5Y | -71.1% | +46.9% | -118.0% | -76.3% |
| 10Y | -52.0% | +318.8% | -370.8% | -74.2% |
| All | +247.6% | +3,462.6% | -3,215.0% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling