-40.7%
FIS vs WPM
+545.0%
-585.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.7% | +4.9% | +1.5% |
| 7D | -8.9% | -3.6% | -5.3% | -8.6% |
| 30D | -9.9% | +12.5% | -22.4% | -10.9% |
| 3M | 0.0% | +40.6% | -40.6% | -3.1% |
| 6M | -22.9% | +0.5% | -23.4% | -23.3% |
| YTD | -40.9% | +29.0% | -69.9% | -43.0% |
| 1Y | -40.4% | +43.8% | -84.2% | -43.4% |
| 3Y | -25.4% | +266.3% | -291.6% | -37.1% |
| 5Y | -64.8% | +255.1% | -319.9% | -70.7% |
| All | -40.7% | +545.0% | -585.6% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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