+1,309.1%
WDC vs FIS
-41.9%
+1,351.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.5% | +2.5% |
| 7D | +7.5% | -9.1% | +16.5% | +11.7% |
| 30D | +10.1% | -10.4% | +20.5% | +14.9% |
| 3M | -6.8% | -3.7% | -3.1% | -8.1% |
| 6M | +84.1% | -24.8% | +108.9% | +101.7% |
| YTD | +180.3% | -41.6% | +221.8% | +246.9% |
| 1Y | +411.1% | -42.7% | +453.8% | +534.6% |
| 3Y | +1,375.0% | -26.2% | +1,401.2% | +1,405.4% |
| 5Y | +991.6% | -66.1% | +1,057.7% | +1,652.3% |
| 10Y | +1,309.1% | -40.9% | +1,349.9% | +1,685.1% |
| All | +1,309.1% | -41.9% | +1,351.0% | +1,685.1% |
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 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