+112.4%
WFC vs FIS
-53.2%
+165.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.8% | -1.4% |
| 7D | +2.5% | +2.8% | -0.3% | +1.0% |
| 30D | +7.0% | -16.7% | +23.7% | +12.2% |
| 3M | -1.8% | -32.3% | +30.5% | +12.7% |
| 6M | +18.4% | -29.1% | +47.5% | +31.6% |
| YTD | -5.6% | -54.1% | +48.5% | +27.5% |
| 1Y | +3.9% | -53.7% | +57.6% | +39.6% |
| 3Y | +126.3% | -38.8% | +165.2% | +155.8% |
| 5Y | +91.1% | -71.1% | +162.2% | +206.2% |
| All | +112.4% | -53.2% | +165.6% | +204.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling