+326.4%
WM vs FIS
-55.6%
+381.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.2% | -27.4% | +28.5% | +7.3% |
| 30D | +13.7% | -16.8% | +30.5% | +16.9% |
| 3M | +5.2% | -32.6% | +37.9% | +13.2% |
| 6M | +11.2% | -33.4% | +44.6% | +19.6% |
| YTD | +9.4% | -56.0% | +65.5% | +29.0% |
| 1Y | +20.4% | -55.1% | +75.5% | +41.1% |
| 3Y | +44.7% | -41.4% | +86.1% | +55.9% |
| 5Y | +58.5% | -72.7% | +131.1% | +106.5% |
| 10Y | +326.4% | -55.5% | +381.8% | +395.3% |
| All | +326.4% | -55.6% | +381.9% | +395.3% |
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