-47.5%
FISV vs SHW
+41.3%
-88.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | +1.4% | +1.9% | -0.5% | +0.8% |
| 30D | +38.4% | +8.1% | +30.4% | +34.4% |
| 3M | +14.9% | -2.8% | +17.7% | +15.5% |
| 6M | +21.8% | +15.0% | +6.7% | +15.4% |
| YTD | -5.0% | +9.0% | -14.0% | -9.2% |
| 1Y | -1.2% | +4.5% | -5.6% | -3.9% |
| 3Y | -47.5% | +41.9% | -89.4% | -47.7% |
| All | -47.5% | +41.3% | -88.8% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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