-41.0%
FIS vs WST
+35.8%
-76.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.8% |
| 7D | -3.5% | -0.3% | -3.2% | -3.4% |
| 30D | -7.8% | -4.6% | -3.2% | -7.4% |
| 3M | +0.8% | +5.7% | -4.9% | 0.0% |
| 6M | -21.9% | +37.6% | -59.5% | -26.0% |
| YTD | -39.5% | +23.0% | -62.5% | -42.2% |
| 1Y | -41.0% | +33.8% | -74.8% | -45.1% |
| All | -41.0% | +35.8% | -76.7% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WST 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling