-23.6%
FIS vs WPM
+279.1%
-302.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.1% | -6.0% | -5.9% |
| 7D | -3.5% | +7.0% | -10.5% | -3.5% |
| 30D | -7.8% | +15.7% | -23.6% | -7.9% |
| 3M | +0.8% | +35.2% | -34.4% | +0.5% |
| 6M | -21.9% | +6.1% | -28.0% | -21.5% |
| YTD | -39.5% | +32.6% | -72.1% | -40.5% |
| 1Y | -41.0% | +46.9% | -87.9% | -42.7% |
| 3Y | -23.6% | +276.3% | -299.9% | -34.5% |
| All | -23.6% | +279.1% | -302.7% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling