+141.0%
WBD vs FIS
-26.4%
+167.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +0.4% |
| 7D | -1.7% | -9.1% | +7.4% | +1.5% |
| 30D | +3.9% | -10.4% | +14.3% | +7.6% |
| 3M | +5.1% | -3.7% | +8.8% | +5.1% |
| 6M | +0.6% | -24.8% | +25.3% | +11.0% |
| YTD | -3.2% | -41.6% | +38.4% | +20.8% |
| 1Y | +127.7% | -42.7% | +170.4% | +185.8% |
| All | +141.0% | -26.4% | +167.5% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 3y: compounded portfolio wealth divided by compounded FIS 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…
3y analysis · Full analysis span regression · 6 months rolling