-40.9%
FIS vs WWD
+479.8%
-520.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -3.3% |
| 7D | -9.1% | +0.6% | -9.7% | -9.2% |
| 30D | -10.4% | -5.1% | -5.3% | -9.2% |
| 3M | -3.7% | -11.2% | +7.5% | -1.2% |
| 6M | -24.8% | -12.0% | -12.7% | -23.3% |
| YTD | -41.6% | +12.0% | -53.5% | -45.4% |
| 1Y | -42.7% | +42.8% | -85.5% | -51.0% |
| 3Y | -26.2% | +168.9% | -195.2% | -50.8% |
| 5Y | -66.1% | +192.2% | -258.3% | -78.6% |
| 10Y | -40.9% | +495.3% | -536.1% | -70.1% |
| All | -40.9% | +479.8% | -520.7% | -70.1% |
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