+230.6%
FIS vs WWD
+2,888.0%
-2,657.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.4% | -5.7% | -3.2% |
| 7D | -25.5% | +4.2% | -29.6% | -26.3% |
| 30D | -15.1% | -2.1% | -12.9% | -14.7% |
| 3M | -32.1% | -13.2% | -18.9% | -29.7% |
| 6M | -36.1% | -16.9% | -19.2% | -33.6% |
| YTD | -55.4% | +5.2% | -60.6% | -57.4% |
| 1Y | -53.9% | +20.6% | -74.5% | -57.8% |
| 3Y | -39.8% | +146.3% | -186.1% | -56.4% |
| 5Y | -71.1% | +171.3% | -242.4% | -80.0% |
| 10Y | -53.8% | +471.3% | -525.1% | -75.6% |
| All | +230.6% | +2,888.0% | -2,657.4% | -1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling