+230.6%
FIS vs WST
+8,152.0%
-7,921.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.8% |
| 7D | -25.5% | -3.1% | -22.4% | -24.8% |
| 30D | -15.1% | +9.1% | -24.1% | -17.3% |
| 3M | -32.1% | +14.7% | -46.8% | -35.0% |
| 6M | -36.1% | +28.0% | -64.1% | -41.0% |
| YTD | -55.4% | +45.6% | -101.0% | -60.8% |
| 1Y | -53.9% | +45.7% | -99.5% | -59.5% |
| 3Y | -39.8% | +21.1% | -60.8% | -48.8% |
| 5Y | -71.1% | +0.3% | -71.4% | -74.5% |
| 10Y | -53.8% | +449.0% | -502.9% | -78.6% |
| All | +230.6% | +8,152.0% | -7,921.4% | -34.4% |
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