+707.6%
WFC vs FIS
+374.5%
+333.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | +3.8% | +1.1% | +2.7% | +3.2% |
| 30D | +1.5% | -2.2% | +3.7% | +2.3% |
| 3M | +10.9% | +2.1% | +8.7% | +8.7% |
| 6M | +8.4% | -14.7% | +23.1% | +14.9% |
| YTD | -1.9% | -35.7% | +33.8% | +18.9% |
| 1Y | +12.3% | -37.1% | +49.4% | +37.0% |
| 3Y | +132.3% | -20.0% | +152.3% | +144.4% |
| 5Y | +130.1% | -62.1% | +192.2% | +231.6% |
| 10Y | +134.4% | -37.4% | +171.8% | +158.4% |
| All | +707.6% | +374.5% | +333.1% | +269.1% |
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