-1.2%
FISV vs W
+0.7%
-1.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.7% |
| 7D | +1.4% | +0.2% | +1.3% | +1.4% |
| 30D | +38.4% | +6.8% | +31.6% | +37.1% |
| 3M | +14.9% | +10.7% | +4.2% | +13.2% |
| 6M | +21.8% | +86.3% | -64.6% | +11.4% |
| YTD | -5.0% | +11.5% | -16.5% | -9.4% |
| 1Y | -1.2% | +5.1% | -6.3% | -5.5% |
| All | -1.2% | +0.7% | -1.9% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling