-62.2%
FIS vs WST
-25.7%
-36.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +1.1% | +0.7% | +0.3% | +0.9% |
| 30D | -2.2% | -3.1% | +0.9% | -1.7% |
| 3M | +2.1% | +7.2% | -5.1% | +0.6% |
| 6M | -14.7% | +36.8% | -51.5% | -20.3% |
| YTD | -35.7% | +23.8% | -59.6% | -38.8% |
| 1Y | -37.1% | +37.8% | -74.8% | -41.6% |
| 3Y | -20.0% | -15.9% | -4.1% | -20.4% |
| All | -62.2% | -25.7% | -36.6% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling