-77.7%
FISV vs WETO
-99.4%
+21.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -5.4% | +10.8% | +5.4% |
| 7D | -2.7% | -4.3% | +1.6% | -2.7% |
| 30D | 0.0% | -39.9% | +39.9% | +0.3% |
| 3M | -2.8% | -97.9% | +95.1% | -0.8% |
| 6M | -11.8% | -95.0% | +83.2% | -11.9% |
| YTD | -23.2% | -97.2% | +73.9% | -23.3% |
| 1Y | -62.0% | -98.9% | +36.9% | -61.8% |
| All | -77.7% | -99.4% | +21.7% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 all: compounded portfolio wealth divided by compounded WETO 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…
all analysis · Full analysis span regression · 6 months rolling