+2.0%
FISV vs GWRE
+131.0%
-129.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.2% |
| 7D | -2.7% | -13.2% | +10.6% | +2.0% |
| 30D | 0.0% | -18.6% | +18.6% | +5.7% |
| 3M | -2.8% | +18.9% | -21.7% | -10.4% |
| 6M | -11.8% | -11.0% | -0.9% | -11.5% |
| YTD | -23.2% | -29.9% | +6.7% | -17.0% |
| 1Y | -62.0% | -44.3% | -17.6% | -55.1% |
| 3Y | -57.6% | +51.7% | -109.3% | -66.7% |
| 5Y | -53.4% | +15.4% | -68.8% | -60.6% |
| All | +2.0% | +131.0% | -129.0% | -33.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling