-61.1%
FISV vs GWRE
-25.4%
-35.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -19.9% | +20.4% | +6.8% |
| 7D | -0.3% | -21.1% | +20.8% | +6.4% |
| 30D | -2.1% | +1.3% | -3.4% | -4.6% |
| 3M | -5.7% | +7.4% | -13.2% | -10.9% |
| 6M | -15.3% | +5.6% | -20.9% | -20.4% |
| YTD | -21.1% | -19.2% | -1.9% | -18.8% |
| 1Y | -61.1% | -25.1% | -35.9% | -54.6% |
| All | -61.1% | -25.4% | -35.7% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling