-52.2%
FISV vs RDW
-0.7%
-51.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.3% | +7.7% | +5.5% |
| 7D | -2.7% | +0.9% | -3.5% | -2.7% |
| 30D | 0.0% | -21.3% | +21.3% | +1.0% |
| 3M | -2.8% | -37.9% | +35.1% | -1.1% |
| 6M | -11.8% | +12.3% | -24.1% | -14.2% |
| YTD | -23.2% | +39.7% | -62.9% | -26.9% |
| 1Y | -62.0% | +25.7% | -87.7% | -63.9% |
| 3Y | -57.6% | +230.8% | -288.5% | -64.9% |
| 5Y | -53.4% | -8.8% | -44.6% | -60.4% |
| All | -52.2% | -0.7% | -51.5% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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