+14,850.0%
WDC vs FIS
+224.7%
+14,625.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.4% | +11.2% | +10.5% |
| 7D | -14.4% | -29.4% | +15.0% | 0.0% |
| 30D | -27.1% | -16.7% | -10.3% | -22.3% |
| 3M | -33.3% | -33.0% | -0.3% | -21.3% |
| 6M | -39.6% | -33.3% | -6.3% | -30.8% |
| YTD | +68.4% | -56.0% | +124.4% | +134.1% |
| 1Y | +78.2% | -54.6% | +132.7% | +143.6% |
| 3Y | +772.0% | -40.6% | +812.7% | +883.4% |
| 5Y | +584.9% | -71.9% | +656.8% | +1,002.3% |
| 10Y | +653.4% | -55.3% | +708.8% | +856.4% |
| All | +14,850.0% | +224.7% | +14,625.2% | +6,027.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling