+46.2%
WM vs FIS
-39.8%
+86.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.2% | -1.8% |
| 7D | +1.2% | -25.5% | +26.7% | +4.1% |
| 30D | +13.1% | -15.1% | +28.1% | +14.1% |
| 3M | +3.6% | -32.1% | +35.7% | +7.8% |
| 6M | +8.1% | -36.1% | +44.1% | +13.1% |
| YTD | +8.9% | -55.4% | +64.3% | +19.6% |
| 1Y | +20.3% | -53.9% | +74.2% | +31.4% |
| 3Y | +46.2% | -39.8% | +85.9% | +59.3% |
| All | +46.2% | -39.8% | +86.0% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling