+376.5%
FIS vs WY
+170.6%
+205.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -1.3% |
| 7D | +1.1% | -1.7% | +2.8% | +1.8% |
| 30D | -2.2% | -10.1% | +7.9% | +2.0% |
| 3M | +2.1% | -5.1% | +7.3% | +3.9% |
| 6M | -14.7% | -4.8% | -9.9% | -13.8% |
| YTD | -35.7% | -0.2% | -35.5% | -36.6% |
| 1Y | -37.1% | -6.6% | -30.4% | -36.4% |
| 3Y | -20.0% | -22.7% | +2.7% | -13.9% |
| 5Y | -62.1% | -22.2% | -39.9% | -59.7% |
| 10Y | -37.4% | +7.3% | -44.7% | -46.6% |
| All | +376.5% | +170.6% | +205.9% | +146.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling