+49.3%
WM vs FIS
-38.4%
+87.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.3% |
| 7D | +4.5% | -21.2% | +25.7% | +6.7% |
| 30D | +16.1% | -12.1% | +28.1% | +16.6% |
| 3M | +8.0% | -30.6% | +38.6% | +12.1% |
| 6M | +8.4% | -35.5% | +43.9% | +13.3% |
| YTD | +11.2% | -54.4% | +65.6% | +21.8% |
| 1Y | +22.3% | -52.9% | +75.2% | +33.2% |
| All | +49.3% | -38.4% | +87.7% | +62.2% |
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