+120.7%
FISV vs NWSA
+121.6%
-0.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.1% |
| 7D | -6.4% | -3.4% | -3.0% | -5.0% |
| 30D | -6.8% | +3.9% | -10.8% | -8.3% |
| 3M | -10.0% | +8.9% | -18.8% | -13.0% |
| 6M | -20.6% | +21.2% | -41.8% | -26.6% |
| YTD | -27.6% | +13.8% | -41.4% | -31.4% |
| 1Y | -64.3% | +1.4% | -65.7% | -64.5% |
| 3Y | -60.0% | +44.0% | -104.0% | -65.5% |
| 5Y | -57.7% | +40.5% | -98.2% | -64.1% |
| 10Y | -3.0% | +149.2% | -152.2% | -38.9% |
| All | +120.7% | +121.6% | -0.8% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling