+376.5%
FIS vs WEC
+1,872.4%
-1,495.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +1.1% | -0.3% | +1.3% | +1.2% |
| 30D | -2.2% | -1.3% | -0.9% | -1.7% |
| 3M | +2.1% | -3.9% | +6.1% | +3.9% |
| 6M | -14.7% | -8.3% | -6.4% | -11.6% |
| YTD | -35.7% | +3.1% | -38.8% | -37.2% |
| 1Y | -37.1% | +1.9% | -39.0% | -38.3% |
| 3Y | -20.0% | +41.9% | -61.9% | -34.0% |
| 5Y | -62.1% | +30.8% | -92.9% | -68.0% |
| 10Y | -37.4% | +141.9% | -179.3% | -63.5% |
| All | +376.5% | +1,872.4% | -1,495.9% | -14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling