+1,107.8%
WMT vs FIS
+238.5%
+869.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | +0.7% |
| 7D | +2.0% | +2.8% | -0.8% | +1.4% |
| 30D | +10.3% | -16.7% | +27.0% | +13.0% |
| 3M | +11.0% | -32.3% | +43.2% | +18.4% |
| 6M | -2.3% | -29.1% | +26.7% | +2.8% |
| YTD | +15.7% | -54.1% | +69.8% | +32.3% |
| 1Y | +26.0% | -53.7% | +79.7% | +43.7% |
| 3Y | +136.5% | -38.8% | +175.3% | +151.2% |
| 5Y | +176.8% | -71.1% | +247.9% | +234.6% |
| 10Y | +537.5% | -53.1% | +590.6% | +572.6% |
| All | +1,107.8% | +238.5% | +869.3% | +719.8% |
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