+2.0%
FISV vs WCC
+541.6%
-539.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.7% | +1.7% | +4.6% |
| 7D | -2.7% | +1.5% | -4.2% | -3.0% |
| 30D | 0.0% | -2.1% | +2.2% | +0.3% |
| 3M | -2.8% | +3.8% | -6.6% | -4.6% |
| 6M | -11.8% | +35.0% | -46.8% | -19.4% |
| YTD | -23.2% | +46.4% | -69.6% | -31.6% |
| 1Y | -62.0% | +63.0% | -125.0% | -67.5% |
| 3Y | -57.6% | +133.9% | -191.6% | -68.9% |
| 5Y | -53.4% | +226.5% | -279.9% | -70.3% |
| All | +2.0% | +541.6% | -539.7% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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