+108.1%
FIS vs WPM
+5,046.3%
-4,938.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.4% | +4.2% |
| 7D | +2.8% | -3.6% | +6.4% | +3.2% |
| 30D | -16.7% | +1.4% | -18.2% | -17.3% |
| 3M | -32.3% | -0.2% | -32.1% | -32.8% |
| 6M | -29.1% | -7.3% | -21.7% | -29.3% |
| YTD | -54.1% | +12.3% | -66.5% | -55.7% |
| 1Y | -53.7% | +24.9% | -78.6% | -55.9% |
| 3Y | -38.8% | +210.4% | -249.2% | -48.1% |
| 5Y | -71.1% | +210.4% | -281.5% | -75.7% |
| 10Y | -53.1% | +731.7% | -784.8% | -65.8% |
| All | +108.1% | +5,046.3% | -4,938.2% | +0.9% |
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