-39.8%
FIS vs WST
+19.1%
-58.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.4% |
| 7D | -25.5% | -3.1% | -22.4% | -25.3% |
| 30D | -15.1% | +9.1% | -24.1% | -15.8% |
| 3M | -32.1% | +14.7% | -46.8% | -33.1% |
| 6M | -36.1% | +28.0% | -64.1% | -37.7% |
| YTD | -55.4% | +45.6% | -101.0% | -57.3% |
| 1Y | -53.9% | +45.7% | -99.5% | -55.9% |
| 3Y | -39.8% | +21.1% | -60.8% | -47.3% |
| All | -39.8% | +19.1% | -58.8% | -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