+26.4%
FISV vs WM
+337.2%
-310.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +22.3% | -0.5% | +22.8% | +22.6% |
| 30D | +39.2% | +13.3% | +25.9% | +27.8% |
| 3M | +21.2% | +4.4% | +16.8% | +17.4% |
| 6M | +14.5% | +10.8% | +3.7% | +6.5% |
| YTD | -5.4% | +9.1% | -14.5% | -11.5% |
| 1Y | -0.3% | +19.1% | -19.4% | -12.3% |
| 3Y | -46.8% | +45.7% | -92.5% | -59.5% |
| 5Y | -36.2% | +60.4% | -96.7% | -55.6% |
| 10Y | +26.4% | +328.7% | -302.3% | -51.3% |
| All | +26.4% | +337.2% | -310.8% | -51.3% |
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