-17.4%
FIS vs WWD
+170.0%
-187.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | +1.1% | +1.3% | -0.2% | +1.0% |
| 30D | -2.2% | -7.2% | +4.9% | -1.7% |
| 3M | +2.1% | -3.8% | +6.0% | +1.9% |
| 6M | -14.7% | -9.9% | -4.8% | -14.4% |
| YTD | -35.7% | +14.8% | -50.5% | -38.1% |
| 1Y | -37.1% | +42.1% | -79.1% | -42.2% |
| All | -17.4% | +170.0% | -187.4% | -37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling