+407.2%
FISV vs SW
+743.1%
-335.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.2% | +6.0% |
| 7D | +29.6% | +12.1% | +17.6% | +28.7% |
| 30D | +34.5% | +6.6% | +27.9% | +33.9% |
| 3M | +11.2% | -6.0% | +17.3% | +11.6% |
| 6M | -1.2% | +21.5% | -22.7% | -2.6% |
| YTD | -7.6% | +20.3% | -28.0% | -8.9% |
| 1Y | -3.7% | +28.1% | -31.9% | -5.4% |
| 3Y | -48.1% | +51.6% | -99.7% | -49.0% |
| 5Y | -39.1% | -0.1% | -39.0% | -40.0% |
| 10Y | +26.7% | +189.7% | -163.0% | +22.2% |
| All | +407.2% | +743.1% | -335.9% | +386.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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