+2.0%
FISV vs WCN
+235.9%
-233.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.3% |
| 7D | -2.7% | -3.1% | +0.4% | -0.6% |
| 30D | 0.0% | -3.4% | +3.4% | +2.3% |
| 3M | -2.8% | +3.0% | -5.8% | -4.5% |
| 6M | -11.8% | -3.8% | -8.1% | -10.0% |
| YTD | -23.2% | -8.3% | -14.9% | -19.2% |
| 1Y | -62.0% | -9.7% | -52.2% | -59.1% |
| 3Y | -57.6% | +17.2% | -74.8% | -62.5% |
| 5Y | -53.4% | +25.3% | -78.7% | -61.6% |
| All | +2.0% | +235.9% | -233.9% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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