-66.1%
FIS vs WY
-20.4%
-45.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | -9.1% | -1.7% | -7.4% | -8.4% |
| 30D | -10.4% | -9.9% | -0.6% | -6.4% |
| 3M | -3.7% | -7.5% | +3.8% | -0.9% |
| 6M | -24.8% | -5.1% | -19.6% | -23.8% |
| YTD | -41.6% | -2.1% | -39.5% | -42.2% |
| 1Y | -42.7% | -7.3% | -35.4% | -41.9% |
| 3Y | -26.2% | -22.6% | -3.6% | -19.9% |
| 5Y | -66.1% | -19.8% | -46.3% | -63.4% |
| All | -66.1% | -20.4% | -45.7% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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