+11,131.7%
FISV vs WST
+12,330.1%
-1,198.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -0.3% | +0.7% | -1.1% | -0.5% |
| 30D | -2.1% | -3.1% | +1.1% | -1.3% |
| 3M | -5.7% | +7.2% | -13.0% | -7.8% |
| 6M | -15.3% | +36.8% | -52.1% | -23.2% |
| YTD | -21.1% | +23.8% | -44.9% | -26.6% |
| 1Y | -61.1% | +37.8% | -98.8% | -65.1% |
| 3Y | -56.8% | -15.9% | -40.9% | -58.6% |
| 5Y | -54.2% | -25.8% | -28.4% | -55.6% |
| 10Y | +1.6% | +319.6% | -318.0% | -45.0% |
| All | +11,131.7% | +12,330.1% | -1,198.4% | +2,861.0% |
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