-71.4%
FIS vs WWD
+170.1%
-241.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.4% | -5.7% | -2.9% |
| 7D | -25.5% | +4.2% | -29.6% | -26.0% |
| 30D | -15.1% | -2.1% | -12.9% | -14.8% |
| 3M | -32.1% | -13.2% | -18.9% | -30.5% |
| 6M | -36.1% | -16.9% | -19.2% | -34.4% |
| YTD | -55.4% | +5.2% | -60.6% | -57.5% |
| 1Y | -53.9% | +20.6% | -74.5% | -57.9% |
| 3Y | -39.8% | +146.3% | -186.1% | -57.9% |
| All | -71.4% | +170.1% | -241.5% | -81.8% |
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