+336.4%
WM vs FIS
-54.4%
+390.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.2% | -1.6% |
| 7D | +1.2% | -25.5% | +26.7% | +6.7% |
| 30D | +13.1% | -15.1% | +28.1% | +15.7% |
| 3M | +3.6% | -32.1% | +35.7% | +11.4% |
| 6M | +8.1% | -36.1% | +44.1% | +17.4% |
| YTD | +8.9% | -55.4% | +64.3% | +28.0% |
| 1Y | +20.3% | -53.9% | +74.2% | +40.2% |
| 3Y | +46.2% | -39.8% | +85.9% | +56.4% |
| 5Y | +59.9% | -71.1% | +131.0% | +104.2% |
| All | +336.4% | -54.4% | +390.8% | +405.1% |
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 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