+772.0%
WDC vs FIS
-41.8%
+813.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.4% | +11.2% | +9.8% |
| 7D | -14.4% | -29.4% | +15.0% | -16.2% |
| 30D | -27.1% | -16.7% | -10.3% | -27.1% |
| 3M | -33.3% | -33.0% | -0.3% | -34.8% |
| 6M | -39.6% | -33.3% | -6.3% | -40.5% |
| YTD | +68.4% | -56.0% | +124.4% | +77.7% |
| 1Y | +78.2% | -54.6% | +132.7% | +86.6% |
| 3Y | +772.0% | -40.6% | +812.7% | +675.3% |
| All | +772.0% | -41.8% | +813.8% | +675.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling