+98.2%
FISV vs W
+210.9%
-112.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +37.3% |
| 3M | +14.9% | +10.7% | +4.2% | +13.4% |
| 6M | +21.8% | +86.3% | -64.6% | +12.6% |
| YTD | -5.0% | +11.5% | -16.5% | -7.9% |
| 1Y | -1.2% | +5.1% | -6.3% | -3.8% |
| 3Y | -47.5% | +171.0% | -218.5% | -55.9% |
| 5Y | -36.7% | -56.6% | +19.9% | -40.8% |
| 10Y | +26.9% | +213.4% | -186.5% | -14.9% |
| All | +98.2% | +210.9% | -112.7% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling