-3.3%
FISV vs W
+155.6%
-158.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +0.9% |
| 7D | -7.2% | +0.5% | -7.7% | -7.3% |
| 30D | -7.2% | -5.6% | -1.6% | -6.7% |
| 3M | -8.2% | +41.9% | -50.1% | -12.6% |
| 6M | -17.7% | +30.2% | -47.9% | -21.2% |
| YTD | -27.2% | -2.9% | -24.2% | -28.3% |
| 1Y | -63.0% | +11.6% | -74.5% | -64.2% |
| 3Y | -59.8% | +37.0% | -96.7% | -64.0% |
| 5Y | -55.8% | -62.8% | +7.0% | -57.7% |
| All | -3.3% | +155.6% | -158.9% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling