-39.8%
FIS vs WWD
+145.1%
-184.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.4% | -5.7% | -2.4% |
| 7D | -25.5% | +4.2% | -29.6% | -25.6% |
| 30D | -15.1% | -2.1% | -12.9% | -15.0% |
| 3M | -32.1% | -13.2% | -18.9% | -31.6% |
| 6M | -36.1% | -16.9% | -19.2% | -35.6% |
| YTD | -55.4% | +5.2% | -60.6% | -56.7% |
| 1Y | -53.9% | +20.6% | -74.5% | -56.4% |
| 3Y | -39.8% | +146.3% | -186.1% | -49.5% |
| All | -39.8% | +145.1% | -184.8% | -49.5% |
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