-60.0%
FISV vs W
+38.0%
-98.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | -6.4% | +5.9% | -12.3% | -6.9% |
| 30D | -6.8% | -3.0% | -3.8% | -6.6% |
| 3M | -10.0% | +40.3% | -50.3% | -13.6% |
| 6M | -20.6% | +32.2% | -52.8% | -23.6% |
| YTD | -27.6% | -0.3% | -27.3% | -28.8% |
| 1Y | -64.3% | +16.2% | -80.5% | -65.4% |
| All | -60.0% | +38.0% | -98.0% | -63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling