-59.8%
FISV vs NWSA
+43.0%
-102.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -7.2% | -4.8% | -2.5% | -4.6% |
| 30D | -7.2% | +3.0% | -10.2% | -8.7% |
| 3M | -8.2% | +9.3% | -17.5% | -12.7% |
| 6M | -17.7% | +23.2% | -40.9% | -26.8% |
| YTD | -27.2% | +13.3% | -40.5% | -32.3% |
| 1Y | -63.0% | +2.9% | -65.9% | -63.9% |
| All | -59.8% | +43.0% | -102.8% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling