-60.0%
FISV vs WAB
+164.8%
-224.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.1% |
| 7D | -6.4% | +0.2% | -6.6% | -6.4% |
| 30D | -6.8% | -4.6% | -2.3% | -6.0% |
| 3M | -10.0% | +5.6% | -15.6% | -11.3% |
| 6M | -20.6% | +13.8% | -34.4% | -23.7% |
| YTD | -27.6% | +31.9% | -59.4% | -33.4% |
| 1Y | -64.3% | +48.3% | -112.6% | -68.5% |
| All | -60.0% | +164.8% | -224.8% | -70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling