+259.9%
WMB vs FIS
-54.6%
+314.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +4.1% |
| 7D | -6.7% | -29.4% | +22.8% | +2.5% |
| 30D | -8.6% | -16.7% | +8.2% | -4.8% |
| 3M | -4.9% | -33.0% | +28.0% | +5.3% |
| 6M | -6.3% | -33.3% | +27.0% | +3.2% |
| YTD | +13.0% | -56.0% | +69.0% | +41.7% |
| 1Y | +14.9% | -54.6% | +69.5% | +42.3% |
| 3Y | +113.4% | -40.6% | +154.0% | +131.7% |
| 5Y | +190.2% | -71.9% | +262.1% | +311.0% |
| 10Y | +259.9% | -55.3% | +315.2% | +389.4% |
| All | +259.9% | -54.6% | +314.5% | +389.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling