+298.2%
WBD vs FIS
+192.2%
+106.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -1.8% | +1.1% | -2.9% | -2.3% |
| 30D | +8.8% | -2.2% | +11.0% | +9.6% |
| 3M | +4.6% | +2.1% | +2.5% | +2.6% |
| 6M | +1.1% | -14.7% | +15.7% | +6.3% |
| YTD | -2.0% | -35.7% | +33.7% | +16.3% |
| 1Y | +140.0% | -37.1% | +177.1% | +186.4% |
| 3Y | +144.4% | -20.0% | +164.4% | +159.0% |
| 5Y | -0.2% | -62.1% | +61.9% | +41.5% |
| 10Y | +9.1% | -37.4% | +46.5% | +17.5% |
| All | +298.2% | +192.2% | +106.0% | +115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling