+1,359.8%
WDC vs FIS
-22.6%
+1,382.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.9% | +8.0% | +1.7% |
| 7D | +6.0% | -3.5% | +9.5% | +5.7% |
| 30D | +9.9% | -7.8% | +17.8% | +9.3% |
| 3M | -9.4% | +0.8% | -10.2% | -9.9% |
| 6M | +94.7% | -21.9% | +116.6% | +98.8% |
| YTD | +177.4% | -39.5% | +216.9% | +199.2% |
| 1Y | +412.6% | -41.0% | +453.6% | +455.6% |
| 3Y | +1,359.8% | -23.6% | +1,383.4% | +1,241.1% |
| All | +1,359.8% | -22.6% | +1,382.4% | +1,241.1% |
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 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