+376.5%
FIS vs WSM
+4,146.3%
-3,769.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.4% |
| 7D | +1.1% | -3.3% | +4.3% | +1.9% |
| 30D | -2.2% | -8.4% | +6.2% | -0.2% |
| 3M | +2.1% | +9.7% | -7.5% | -0.3% |
| 6M | -14.7% | +16.7% | -31.4% | -18.3% |
| YTD | -35.7% | +28.7% | -64.4% | -40.0% |
| 1Y | -37.1% | +13.7% | -50.7% | -39.7% |
| 3Y | -20.0% | +230.1% | -250.1% | -44.2% |
| 5Y | -62.1% | +179.0% | -241.1% | -73.5% |
| 10Y | -37.4% | +1,002.5% | -1,039.9% | -72.6% |
| All | +376.5% | +4,146.3% | -3,769.8% | +14.0% |
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