+239.9%
FIS vs WSM
+4,657.9%
-4,418.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.8% |
| 7D | +2.8% | 0.0% | +2.8% | +2.9% |
| 30D | -16.7% | +5.1% | -21.8% | -18.1% |
| 3M | -32.3% | +5.1% | -37.4% | -33.5% |
| 6M | -29.1% | +48.6% | -77.6% | -36.1% |
| YTD | -54.1% | +44.2% | -98.3% | -58.6% |
| 1Y | -53.7% | +38.1% | -91.8% | -57.8% |
| 3Y | -38.8% | +257.2% | -296.1% | -58.2% |
| 5Y | -71.1% | +165.1% | -236.2% | -79.6% |
| 10Y | -53.1% | +1,123.6% | -1,176.6% | -80.0% |
| All | +239.9% | +4,657.9% | -4,418.0% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling