-54.3%
FIS vs WEC
+195.2%
-249.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | -3.5% | -0.7% | -2.8% | -3.2% |
| 30D | -19.4% | +11.0% | -30.4% | -22.8% |
| 3M | -31.6% | +8.6% | -40.2% | -34.0% |
| 6M | -32.5% | +6.2% | -38.7% | -34.4% |
| YTD | -56.0% | +14.3% | -70.3% | -58.7% |
| 1Y | -55.5% | +8.4% | -63.9% | -57.4% |
| 3Y | -41.3% | +62.9% | -104.2% | -52.9% |
| 5Y | -72.3% | +55.8% | -128.1% | -77.6% |
| All | -54.3% | +195.2% | -249.5% | -68.6% |
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