+580.6%
WMB vs FIS
+374.5%
+206.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.6% |
| 7D | +0.6% | +1.1% | -0.5% | 0.0% |
| 30D | +3.3% | -2.2% | +5.5% | +4.0% |
| 3M | +3.1% | +2.1% | +1.0% | +0.8% |
| 6M | -0.7% | -14.7% | +14.0% | +4.3% |
| YTD | +25.2% | -35.7% | +60.9% | +48.6% |
| 1Y | +32.9% | -37.1% | +69.9% | +58.4% |
| 3Y | +140.6% | -20.0% | +160.6% | +146.1% |
| 5Y | +273.5% | -62.1% | +335.6% | +410.9% |
| 10Y | +334.2% | -37.4% | +371.6% | +338.2% |
| All | +580.6% | +374.5% | +206.1% | +184.8% |
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