+642.9%
WDC vs FIS
-53.2%
+696.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.2% | -9.2% | -6.7% |
| 7D | +12.1% | +2.8% | +9.3% | +10.6% |
| 30D | -18.8% | -16.7% | -2.1% | -14.4% |
| 3M | -39.3% | -32.3% | -7.0% | -30.4% |
| 6M | -40.1% | -29.1% | -11.1% | -34.5% |
| YTD | +71.8% | -54.1% | +125.9% | +130.1% |
| 1Y | +88.5% | -53.7% | +142.2% | +151.3% |
| 3Y | +770.0% | -38.8% | +808.8% | +830.1% |
| 5Y | +549.0% | -71.1% | +620.1% | +962.4% |
| All | +642.9% | -53.2% | +696.0% | +856.5% |
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 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