+121.3%
WMB vs FIS
-38.7%
+160.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -0.8% |
| 7D | +7.8% | +2.8% | +5.0% | +7.6% |
| 30D | -5.1% | -16.7% | +11.6% | -3.8% |
| 3M | -4.7% | -32.3% | +27.6% | -2.4% |
| 6M | -7.4% | -29.1% | +21.7% | -5.5% |
| YTD | +17.5% | -54.1% | +71.6% | +27.6% |
| 1Y | +19.5% | -53.7% | +73.2% | +29.5% |
| 3Y | +121.3% | -38.8% | +160.1% | +109.2% |
| All | +121.3% | -38.7% | +160.0% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling