-52.4%
FIS vs WEC
+197.9%
-250.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +3.8% |
| 7D | +2.8% | +2.3% | +0.5% | +1.9% |
| 30D | -16.7% | +11.1% | -27.8% | -20.3% |
| 3M | -32.3% | +8.4% | -40.7% | -34.6% |
| 6M | -29.1% | +7.5% | -36.6% | -31.4% |
| YTD | -54.1% | +15.3% | -69.5% | -57.1% |
| 1Y | -53.7% | +9.7% | -63.4% | -55.8% |
| 3Y | -38.8% | +64.7% | -103.5% | -51.1% |
| 5Y | -71.1% | +57.3% | -128.4% | -76.8% |
| All | -52.4% | +197.9% | -250.3% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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