+239.9%
FIS vs WY
+144.6%
+95.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.5% |
| 7D | +2.8% | -0.8% | +3.6% | +3.2% |
| 30D | -16.7% | +10.1% | -26.8% | -20.5% |
| 3M | -32.3% | -15.4% | -16.9% | -28.2% |
| 6M | -29.1% | -8.3% | -20.7% | -27.6% |
| YTD | -54.1% | -9.8% | -44.3% | -53.3% |
| 1Y | -53.7% | -3.9% | -49.8% | -54.1% |
| 3Y | -38.8% | -23.3% | -15.5% | -34.5% |
| 5Y | -71.1% | -31.2% | -39.9% | -67.8% |
| 10Y | -53.1% | +5.5% | -58.6% | -60.0% |
| All | +239.9% | +144.6% | +95.3% | +81.7% |
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