-41.3%
FIS vs WST
+22.8%
-64.1%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -6.1% |
| 7D | -3.5% | +4.9% | -8.4% | -3.9% |
| 30D | -19.4% | +10.7% | -30.1% | -20.2% |
| 3M | -31.6% | +16.8% | -48.4% | -32.6% |
| 6M | -32.5% | +32.0% | -64.5% | -34.4% |
| YTD | -56.0% | +49.9% | -105.9% | -57.9% |
| 1Y | -55.5% | +50.6% | -106.2% | -57.5% |
| All | -41.3% | +22.8% | -64.1% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling