-65.6%
FIS vs WWD
+192.1%
-257.7%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.0% | -3.9% | -5.5% |
| 7D | -3.5% | +0.8% | -4.3% | -3.6% |
| 30D | -7.8% | -6.4% | -1.4% | -6.7% |
| 3M | +0.8% | -5.6% | +6.5% | +1.1% |
| 6M | -21.9% | -9.1% | -12.8% | -21.5% |
| YTD | -39.5% | +12.5% | -52.0% | -43.0% |
| 1Y | -41.0% | +41.3% | -82.3% | -48.4% |
| 3Y | -23.6% | +170.2% | -193.8% | -48.1% |
| 5Y | -65.6% | +192.5% | -258.1% | -78.7% |
| All | -65.6% | +192.1% | -257.7% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling