+178.8%
FIS vs WU
-19.6%
+198.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.5% |
| 7D | +1.1% | -0.8% | +1.9% | +1.4% |
| 30D | -2.2% | -1.1% | -1.1% | -1.7% |
| 3M | +2.1% | -3.9% | +6.0% | +2.3% |
| 6M | -14.7% | -20.7% | +6.0% | -7.3% |
| YTD | -35.7% | -18.4% | -17.3% | -31.1% |
| 1Y | -37.1% | -8.1% | -29.0% | -36.6% |
| 3Y | -20.0% | -24.2% | +4.2% | -14.2% |
| 5Y | -62.1% | -50.4% | -11.7% | -51.5% |
| 10Y | -37.4% | -40.0% | +2.7% | -28.3% |
| All | +178.8% | -19.6% | +198.4% | +144.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling