+178.4%
WMT vs FIS
-71.2%
+249.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | +1.2% |
| 7D | +2.0% | +2.8% | -0.8% | +1.8% |
| 30D | +10.3% | -16.7% | +27.0% | +11.3% |
| 3M | +11.0% | -32.3% | +43.2% | +14.0% |
| 6M | -2.3% | -29.1% | +26.7% | -0.2% |
| YTD | +15.7% | -54.1% | +69.8% | +23.4% |
| 1Y | +26.0% | -53.7% | +79.7% | +34.2% |
| 3Y | +136.5% | -38.8% | +175.3% | +144.7% |
| All | +178.4% | -71.2% | +249.7% | +211.1% |
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