-55.8%
FISV vs CDW
-23.8%
-32.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -7.2% | -7.4% | +0.1% | -4.7% |
| 30D | -7.2% | +5.8% | -13.0% | -9.2% |
| 3M | -8.2% | +10.8% | -19.0% | -12.0% |
| 6M | -17.7% | +21.5% | -39.2% | -25.0% |
| YTD | -27.2% | +6.4% | -33.5% | -30.4% |
| 1Y | -63.0% | -14.8% | -48.2% | -61.8% |
| 3Y | -59.8% | -29.9% | -29.9% | -56.5% |
| 5Y | -55.8% | -22.9% | -32.9% | -57.6% |
| All | -55.8% | -23.8% | -32.0% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling