+86.8%
WFC vs FIS
-71.2%
+158.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.2% |
| 7D | +1.2% | -25.5% | +26.7% | +8.5% |
| 30D | +5.2% | -15.1% | +20.3% | +8.0% |
| 3M | -3.0% | -32.1% | +29.1% | +6.6% |
| 6M | +6.2% | -36.1% | +42.3% | +18.4% |
| YTD | -7.9% | -55.4% | +47.5% | +15.5% |
| 1Y | +0.3% | -53.9% | +54.2% | +24.2% |
| 3Y | +117.7% | -39.8% | +157.5% | +140.4% |
| All | +86.8% | -71.2% | +158.0% | +159.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling