+48.9%
WM vs FIS
-41.2%
+90.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.1% | +7.7% | +2.3% |
| 7D | +1.2% | -3.5% | +4.7% | +1.5% |
| 30D | +15.2% | -19.4% | +34.7% | +17.0% |
| 3M | +8.3% | -31.6% | +39.9% | +12.4% |
| 6M | +13.1% | -32.5% | +45.7% | +17.4% |
| YTD | +12.5% | -56.0% | +68.5% | +23.6% |
| 1Y | +21.8% | -55.5% | +77.3% | +33.5% |
| All | +48.9% | -41.2% | +90.0% | +67.2% |
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