-42.0%
FIS vs WETO
-99.4%
+57.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.1% | -5.9% | +1.3% |
| 7D | -8.9% | -19.9% | +11.0% | -9.2% |
| 30D | -9.9% | -42.7% | +32.8% | -8.1% |
| 3M | 0.0% | -97.7% | +97.7% | +3.1% |
| 6M | -22.9% | -94.4% | +71.5% | -20.2% |
| YTD | -40.9% | -97.0% | +56.1% | -39.2% |
| 1Y | -40.4% | -98.9% | +58.4% | -39.8% |
| All | -42.0% | -99.4% | +57.4% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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