+492.4%
WMB vs FIS
+229.2%
+263.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.7% |
| 7D | -13.8% | -25.5% | +11.7% | -3.3% |
| 30D | -10.3% | -15.1% | +4.7% | -5.6% |
| 3M | -10.1% | -32.1% | +22.1% | +4.0% |
| 6M | -11.8% | -36.1% | +24.2% | +3.3% |
| YTD | +8.9% | -55.4% | +64.3% | +48.6% |
| 1Y | +14.0% | -53.9% | +67.8% | +52.7% |
| 3Y | +100.5% | -39.8% | +140.3% | +126.9% |
| 5Y | +179.5% | -71.1% | +250.6% | +319.0% |
| 10Y | +272.7% | -53.8% | +326.6% | +318.6% |
| All | +492.4% | +229.2% | +263.2% | +184.9% |
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