+660.4%
WDC vs FIS
-55.6%
+716.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -16.7% | -27.4% | +10.7% | -6.1% |
| 30D | -27.2% | -16.8% | -10.4% | -23.2% |
| 3M | -34.0% | -32.6% | -1.4% | -24.1% |
| 6M | -39.7% | -33.4% | -6.3% | -32.2% |
| YTD | +68.1% | -56.0% | +124.1% | +129.3% |
| 1Y | +66.3% | -55.1% | +121.4% | +124.3% |
| 3Y | +754.4% | -41.4% | +795.8% | +831.3% |
| 5Y | +595.8% | -72.7% | +668.4% | +1,072.1% |
| 10Y | +660.4% | -55.5% | +715.9% | +924.0% |
| All | +660.4% | -55.6% | +716.0% | +924.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling