-40.6%
FIS vs WSM
+1,071.8%
-1,112.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.1% |
| 7D | -7.9% | -0.5% | -7.4% | -7.8% |
| 30D | -8.0% | -7.7% | -0.2% | -6.5% |
| 3M | +0.6% | +3.8% | -3.2% | -0.3% |
| 6M | -22.2% | +22.7% | -44.9% | -25.7% |
| YTD | -40.8% | +28.0% | -68.8% | -44.1% |
| 1Y | -41.5% | +12.7% | -54.2% | -43.5% |
| 3Y | -25.5% | +231.3% | -256.8% | -45.6% |
| 5Y | -64.8% | +177.2% | -242.0% | -74.2% |
| All | -40.6% | +1,071.8% | -1,112.3% | -72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling