-40.9%
FIS vs WEC
+141.2%
-182.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.6% | -3.1% |
| 7D | -9.1% | +0.4% | -9.5% | -9.2% |
| 30D | -10.4% | +0.9% | -11.3% | -10.8% |
| 3M | -3.7% | -5.3% | +1.6% | -1.8% |
| 6M | -24.8% | -6.6% | -18.2% | -23.1% |
| YTD | -41.6% | +3.3% | -44.8% | -42.8% |
| 1Y | -42.7% | +2.1% | -44.8% | -43.8% |
| 3Y | -26.2% | +39.6% | -65.8% | -36.7% |
| 5Y | -66.1% | +31.2% | -97.3% | -70.6% |
| 10Y | -40.9% | +148.4% | -189.3% | -56.5% |
| All | -40.9% | +141.2% | -182.0% | -56.5% |
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