+22.9%
FISV vs CDW
+315.4%
-292.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.7% |
| 7D | -2.0% | +9.1% | -11.1% | -5.6% |
| 30D | +31.8% | +13.7% | +18.1% | +24.0% |
| 3M | +19.3% | +27.0% | -7.8% | +6.4% |
| 6M | +12.1% | +75.9% | -63.8% | -14.3% |
| YTD | -8.4% | +28.9% | -37.3% | -21.3% |
| 1Y | -4.5% | +19.6% | -24.1% | -15.1% |
| 3Y | -49.4% | -14.6% | -34.8% | -49.5% |
| 5Y | -39.0% | -3.2% | -35.8% | -44.5% |
| All | +22.9% | +315.4% | -292.6% | -35.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling