+283.3%
WMB vs FIS
-55.0%
+338.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.1% | +6.9% | +2.5% |
| 7D | +8.1% | -3.5% | +11.6% | +9.0% |
| 30D | -6.9% | -19.4% | +12.6% | -2.2% |
| 3M | -5.1% | -31.6% | +26.5% | +4.3% |
| 6M | -5.7% | -32.5% | +26.8% | +3.3% |
| YTD | +18.1% | -56.0% | +74.0% | +47.8% |
| 1Y | +18.4% | -55.5% | +74.0% | +47.6% |
| 3Y | +122.7% | -41.3% | +164.0% | +142.6% |
| 5Y | +202.0% | -72.3% | +274.3% | +330.4% |
| All | +283.3% | -55.0% | +338.3% | +432.7% |
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