-52.4%
FIS vs WWD
+439.4%
-491.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.3% |
| 7D | +2.8% | +4.0% | -1.1% | +1.7% |
| 30D | -16.7% | +0.4% | -17.1% | -17.0% |
| 3M | -32.3% | -7.9% | -24.4% | -31.0% |
| 6M | -29.1% | -10.6% | -18.4% | -27.8% |
| YTD | -54.1% | +9.4% | -63.5% | -57.0% |
| 1Y | -53.7% | +25.7% | -79.5% | -58.7% |
| 3Y | -38.8% | +148.5% | -187.4% | -58.3% |
| 5Y | -71.1% | +189.5% | -260.6% | -81.8% |
| All | -52.4% | +439.4% | -491.7% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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