-52.0%
FIS vs WU
-37.2%
-14.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.0% | +9.7% | +8.0% |
| 7D | +1.5% | +2.1% | -0.6% | +0.3% |
| 30D | -11.8% | +10.1% | -22.0% | -16.4% |
| 3M | -28.5% | -1.1% | -27.4% | -28.8% |
| 6M | -27.0% | -19.8% | -7.2% | -21.3% |
| YTD | -53.1% | -20.8% | -32.3% | -49.3% |
| 1Y | -52.8% | -15.1% | -37.6% | -50.7% |
| 3Y | -37.5% | -23.2% | -14.3% | -33.6% |
| 5Y | -71.1% | -42.6% | -28.5% | -65.0% |
| 10Y | -52.0% | -38.9% | -13.1% | -44.8% |
| All | -52.0% | -37.2% | -14.9% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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