-51.1%
FIS vs WSM
+44.0%
-95.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +6.5% | -30.1% | -24.3% |
| 7D | -18.4% | +8.0% | -26.4% | -19.4% |
| 30D | -11.4% | +13.5% | -24.9% | -13.4% |
| 3M | -32.0% | +8.8% | -40.8% | -33.0% |
| 6M | -35.6% | +54.7% | -90.3% | -41.3% |
| YTD | -53.8% | +53.3% | -107.1% | -57.4% |
| 1Y | -51.1% | +41.1% | -92.2% | -53.9% |
| All | -51.1% | +44.0% | -95.1% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling