+131.4%
WMT vs FIS
-65.9%
+197.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | -2.5% | -8.9% | +6.4% | -1.7% |
| 30D | -6.4% | -9.9% | +3.5% | -5.6% |
| 3M | -12.1% | 0.0% | -12.1% | -12.2% |
| 6M | -15.0% | -22.9% | +7.9% | -13.1% |
| YTD | -4.5% | -40.9% | +36.4% | +0.3% |
| 1Y | +6.2% | -40.4% | +46.6% | +11.3% |
| 3Y | +99.9% | -25.4% | +125.2% | +104.5% |
| 5Y | +131.4% | -64.8% | +196.3% | +154.1% |
| All | +131.4% | -65.9% | +197.3% | +154.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling