+140.7%
FISV vs CDW
+903.1%
-762.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | -0.3% | +3.2% | -3.5% | -1.6% |
| 30D | -2.1% | +9.3% | -11.3% | -5.8% |
| 3M | -5.7% | +9.8% | -15.5% | -10.1% |
| 6M | -15.3% | +23.3% | -38.7% | -24.5% |
| YTD | -21.1% | +13.7% | -34.7% | -27.4% |
| 1Y | -61.1% | -6.5% | -54.6% | -61.4% |
| 3Y | -56.8% | -25.2% | -31.6% | -54.2% |
| 5Y | -54.2% | -19.5% | -34.7% | -54.1% |
| 10Y | +1.6% | +285.8% | -284.2% | -44.5% |
| All | +140.7% | +903.1% | -762.4% | +13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling