-3.3%
FISV vs BBWI
-57.7%
+54.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.8% |
| 7D | -7.2% | -8.0% | +0.8% | -5.9% |
| 30D | -7.2% | -6.6% | -0.6% | -6.2% |
| 3M | -8.2% | -2.7% | -5.5% | -8.1% |
| 6M | -17.7% | -12.8% | -4.9% | -16.8% |
| YTD | -27.2% | -10.5% | -16.7% | -26.9% |
| 1Y | -63.0% | -35.3% | -27.6% | -60.9% |
| 3Y | -59.8% | -47.7% | -12.0% | -57.5% |
| 5Y | -55.8% | -68.9% | +13.1% | -50.6% |
| All | -3.3% | -57.7% | +54.4% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling