+16,063.9%
WDC vs FIS
+246.2%
+15,817.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.7% | +1.6% | +5.0% |
| 7D | -3.2% | +1.5% | -4.8% | -3.8% |
| 30D | -19.0% | -11.8% | -7.2% | -16.0% |
| 3M | -28.4% | -28.5% | +0.1% | -18.1% |
| 6M | -39.2% | -27.0% | -12.2% | -33.3% |
| YTD | +82.1% | -53.1% | +135.2% | +145.6% |
| 1Y | +84.7% | -52.8% | +137.4% | +148.3% |
| 3Y | +825.6% | -37.5% | +863.1% | +919.6% |
| 5Y | +608.2% | -71.1% | +679.2% | +1,028.6% |
| 10Y | +695.1% | -52.0% | +747.1% | +875.4% |
| All | +16,063.9% | +246.2% | +15,817.7% | +6,327.6% |
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