+131.0%
FISV vs CDW
+851.1%
-720.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.2% | +1.1% | -1.9% |
| 7D | -1.6% | -3.9% | +2.3% | 0.0% |
| 30D | -3.0% | +6.9% | -9.8% | -5.8% |
| 3M | -3.5% | +7.7% | -11.2% | -7.2% |
| 6M | -19.4% | +18.3% | -37.7% | -26.8% |
| YTD | -24.3% | +7.8% | -32.0% | -28.8% |
| 1Y | -62.4% | -12.2% | -50.2% | -61.7% |
| 3Y | -58.2% | -28.9% | -29.2% | -54.7% |
| 5Y | -56.5% | -22.8% | -33.7% | -55.7% |
| 10Y | -0.5% | +266.1% | -266.6% | -44.4% |
| All | +131.0% | +851.1% | -720.1% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CDW 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling