-58.2%
FISV vs WST
-15.5%
-42.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.4% | -4.0% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -3.0% | -4.6% | +1.7% | -2.6% |
| 3M | -3.5% | +5.7% | -9.2% | -4.1% |
| 6M | -19.4% | +37.6% | -57.0% | -21.9% |
| YTD | -24.3% | +23.0% | -47.3% | -26.0% |
| 1Y | -62.4% | +33.8% | -96.2% | -63.6% |
| 3Y | -58.2% | -13.4% | -44.8% | -58.5% |
| All | -58.2% | -15.5% | -42.6% | -58.5% |
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