-55.5%
FIS vs WWD
+460.9%
-516.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -27.4% | +0.4% | -27.8% | -27.5% |
| 30D | -16.8% | -0.4% | -16.4% | -16.9% |
| 3M | -32.6% | -6.1% | -26.5% | -31.8% |
| 6M | -33.4% | -9.5% | -23.9% | -32.5% |
| YTD | -56.0% | +10.8% | -66.9% | -59.0% |
| 1Y | -55.1% | +23.5% | -78.6% | -59.7% |
| 3Y | -41.4% | +151.3% | -192.7% | -60.2% |
| 5Y | -72.7% | +187.8% | -260.5% | -82.7% |
| 10Y | -55.5% | +461.1% | -516.6% | -76.1% |
| All | -55.5% | +460.9% | -516.4% | -76.1% |
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