+61.9%
WM vs FIS
-71.2%
+133.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.5% |
| 7D | +3.2% | +2.8% | +0.4% | +2.8% |
| 30D | +13.0% | -16.7% | +29.7% | +14.5% |
| 3M | +9.2% | -32.3% | +41.5% | +13.2% |
| 6M | +13.6% | -29.1% | +42.7% | +16.9% |
| YTD | +12.4% | -54.1% | +66.5% | +20.9% |
| 1Y | +21.2% | -53.7% | +74.9% | +30.3% |
| 3Y | +48.7% | -38.8% | +87.5% | +55.2% |
| All | +61.9% | -71.2% | +133.1% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling