-59.8%
FISV vs WCC
+121.8%
-181.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.8% |
| 7D | -7.2% | +1.7% | -8.9% | -7.3% |
| 30D | -7.2% | -6.1% | -1.1% | -6.9% |
| 3M | -8.2% | +3.1% | -11.2% | -8.6% |
| 6M | -17.7% | +28.2% | -45.9% | -20.4% |
| YTD | -27.2% | +41.1% | -68.2% | -30.4% |
| 1Y | -63.0% | +61.3% | -124.3% | -65.5% |
| All | -59.8% | +121.8% | -181.6% | -66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling