+1,210.2%
WM vs FIS
+374.5%
+835.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | -0.3% | +1.1% | -1.4% | -0.6% |
| 30D | -2.4% | -2.2% | -0.2% | -1.9% |
| 3M | +0.4% | +2.1% | -1.7% | -0.4% |
| 6M | -9.5% | -14.7% | +5.2% | -6.5% |
| YTD | +0.5% | -35.7% | +36.2% | +11.3% |
| 1Y | -1.1% | -37.1% | +36.0% | +10.0% |
| 3Y | +46.0% | -20.0% | +66.0% | +49.7% |
| 5Y | +51.8% | -62.1% | +113.9% | +82.8% |
| 10Y | +307.5% | -37.4% | +344.9% | +318.5% |
| All | +1,210.2% | +374.5% | +835.7% | +737.8% |
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