-3.0%
FISV vs WM
+303.2%
-306.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.9% |
| 7D | -6.4% | -1.2% | -5.2% | -5.6% |
| 30D | -6.8% | -4.5% | -2.4% | -4.0% |
| 3M | -10.0% | -2.2% | -7.8% | -8.7% |
| 6M | -20.6% | -11.5% | -9.2% | -14.2% |
| YTD | -27.6% | -0.7% | -26.9% | -27.6% |
| 1Y | -64.3% | +0.3% | -64.7% | -64.2% |
| 3Y | -60.0% | +44.2% | -104.2% | -69.4% |
| 5Y | -57.7% | +51.6% | -109.3% | -69.4% |
| 10Y | -3.0% | +310.4% | -313.4% | -62.0% |
| All | -3.0% | +303.2% | -306.2% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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