-3.3%
FISV vs CDW
+271.4%
-274.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -7.2% | -7.4% | +0.1% | -4.1% |
| 30D | -7.2% | +5.8% | -13.0% | -9.6% |
| 3M | -8.2% | +10.8% | -19.0% | -12.9% |
| 6M | -17.7% | +21.5% | -39.2% | -26.6% |
| YTD | -27.2% | +6.4% | -33.5% | -31.3% |
| 1Y | -63.0% | -14.8% | -48.2% | -61.7% |
| 3Y | -59.8% | -29.9% | -29.9% | -56.0% |
| 5Y | -55.8% | -22.9% | -32.9% | -55.1% |
| All | -3.3% | +271.4% | -274.7% | -46.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling