+60.4%
WM vs FIS
-71.8%
+132.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -0.5% | -29.4% | +29.0% | +2.8% |
| 30D | +13.3% | -16.7% | +30.0% | +14.8% |
| 3M | +4.4% | -33.0% | +37.4% | +8.3% |
| 6M | +10.8% | -33.3% | +44.2% | +14.8% |
| YTD | +9.1% | -56.0% | +65.1% | +17.9% |
| 1Y | +19.1% | -54.6% | +73.7% | +28.3% |
| 3Y | +45.7% | -40.6% | +86.3% | +52.6% |
| 5Y | +60.4% | -71.9% | +132.4% | +81.1% |
| All | +60.4% | -71.8% | +132.2% | +81.1% |
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 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