-70.8%
FIS vs WSM
+163.9%
-234.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.9% |
| 7D | +2.8% | 0.0% | +2.8% | +2.9% |
| 30D | -16.7% | +5.1% | -21.8% | -17.8% |
| 3M | -32.3% | +5.1% | -37.4% | -33.2% |
| 6M | -29.1% | +48.6% | -77.6% | -34.7% |
| YTD | -54.1% | +44.2% | -98.3% | -57.7% |
| 1Y | -53.7% | +38.1% | -91.8% | -56.9% |
| 3Y | -38.8% | +257.2% | -296.1% | -56.4% |
| All | -70.8% | +163.9% | -234.7% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling