+1,349.9%
WM vs FIS
+236.8%
+1,113.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | +4.5% | -21.2% | +25.7% | +9.6% |
| 30D | +16.1% | -12.1% | +28.1% | +18.3% |
| 3M | +8.0% | -30.6% | +38.6% | +16.7% |
| 6M | +8.4% | -35.5% | +43.9% | +18.9% |
| YTD | +11.2% | -54.4% | +65.6% | +32.5% |
| 1Y | +22.3% | -52.9% | +75.2% | +44.3% |
| 3Y | +50.2% | -38.7% | +88.9% | +62.5% |
| 5Y | +63.3% | -70.4% | +133.7% | +106.0% |
| 10Y | +355.0% | -52.8% | +407.8% | +394.6% |
| All | +1,349.9% | +236.8% | +1,113.1% | +896.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling