+336.3%
WBD vs FIS
+137.0%
+199.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -20.1% | +33.9% | +22.2% |
| 7D | +13.8% | -20.1% | +33.9% | +22.2% |
| 30D | +13.8% | -20.1% | +33.9% | +22.2% |
| 3M | +13.8% | -20.1% | +33.9% | +22.2% |
| 6M | +13.3% | -25.8% | +39.1% | +24.9% |
| YTD | +7.4% | -47.9% | +55.3% | +37.7% |
| 1Y | +63.0% | -47.7% | +110.7% | +108.0% |
| 3Y | +206.7% | -32.7% | +239.5% | +245.7% |
| 5Y | +18.4% | -68.1% | +86.4% | +78.4% |
| 10Y | +11.8% | -47.1% | +58.8% | +27.6% |
| All | +336.3% | +137.0% | +199.3% | +155.1% |
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