+2.5%
WFC vs FIS
-50.5%
+53.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -23.7% | +25.9% | +4.1% |
| 7D | +4.5% | -18.4% | +22.9% | +5.3% |
| 30D | +7.4% | -11.4% | +18.7% | +6.7% |
| 3M | -0.5% | -32.0% | +31.5% | +3.0% |
| 6M | +11.7% | -35.6% | +47.3% | +15.8% |
| YTD | -4.6% | -53.8% | +49.1% | +5.5% |
| 1Y | +2.5% | -51.1% | +53.6% | +13.7% |
| All | +2.5% | -50.5% | +53.1% | +13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling