-37.4%
FISV vs WST
+1.0%
-38.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.5% |
| 7D | +1.4% | +4.2% | -2.8% | +0.8% |
| 30D | +38.4% | +11.2% | +27.2% | +36.1% |
| 3M | +14.9% | +20.4% | -5.5% | +11.6% |
| 6M | +21.8% | +37.9% | -16.1% | +15.5% |
| YTD | -5.0% | +51.8% | -56.8% | -11.8% |
| 1Y | -1.2% | +56.6% | -57.8% | -8.7% |
| 3Y | -47.5% | +24.2% | -71.7% | -52.2% |
| All | -37.4% | +1.0% | -38.3% | -44.5% |
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 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