+64.7%
FISV vs W
+176.2%
-111.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.2% |
| 7D | -0.3% | -4.2% | +3.8% | +0.1% |
| 30D | -2.1% | -7.6% | +5.5% | -1.3% |
| 3M | -5.7% | +37.2% | -42.9% | -9.6% |
| 6M | -15.3% | +26.3% | -41.7% | -18.5% |
| YTD | -21.1% | -1.0% | -20.1% | -22.4% |
| 1Y | -61.1% | +20.1% | -81.2% | -62.6% |
| 3Y | -56.8% | +37.8% | -94.6% | -61.1% |
| 5Y | -54.2% | -63.7% | +9.5% | -56.3% |
| 10Y | +1.6% | +156.3% | -154.7% | -30.5% |
| All | +64.7% | +176.2% | -111.5% | +10.4% |
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