+2.0%
FISV vs WAB
+296.8%
-294.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.4% | +5.1% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | 0.0% | -4.1% | +4.1% | +1.5% |
| 3M | -2.8% | +8.2% | -11.0% | -6.0% |
| 6M | -11.8% | +15.4% | -27.2% | -17.2% |
| YTD | -23.2% | +33.1% | -56.4% | -31.7% |
| 1Y | -62.0% | +48.1% | -110.1% | -67.7% |
| 3Y | -57.6% | +167.7% | -225.3% | -71.6% |
| 5Y | -53.4% | +225.7% | -279.1% | -71.2% |
| All | +2.0% | +296.8% | -294.8% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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