+376.5%
FIS vs WST
+6,916.9%
-6,540.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | +1.1% | +0.7% | +0.3% | +0.9% |
| 30D | -2.2% | -3.1% | +0.9% | -1.4% |
| 3M | +2.1% | +7.2% | -5.1% | -0.3% |
| 6M | -14.7% | +36.8% | -51.5% | -23.3% |
| YTD | -35.7% | +23.8% | -59.6% | -40.6% |
| 1Y | -37.1% | +37.8% | -74.8% | -44.0% |
| 3Y | -20.0% | -15.9% | -4.1% | -23.2% |
| 5Y | -62.1% | -25.8% | -36.3% | -63.3% |
| 10Y | -37.4% | +319.6% | -357.0% | -68.4% |
| All | +376.5% | +6,916.9% | -6,540.4% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling