+191.8%
FIS vs WPM
+5,967.5%
-5,775.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.8% |
| 7D | +1.1% | +1.1% | 0.0% | +1.0% |
| 30D | -2.2% | +26.4% | -28.6% | -4.8% |
| 3M | +2.1% | +20.8% | -18.7% | -0.3% |
| 6M | -14.7% | +1.1% | -15.8% | -15.5% |
| YTD | -35.7% | +32.5% | -68.2% | -38.6% |
| 1Y | -37.1% | +51.5% | -88.6% | -41.0% |
| 3Y | -20.0% | +267.0% | -287.0% | -33.0% |
| 5Y | -62.1% | +250.1% | -312.2% | -68.4% |
| 10Y | -37.4% | +540.4% | -577.7% | -52.8% |
| All | +191.8% | +5,967.5% | -5,775.7% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling