+22.9%
FISV vs WM
+331.3%
-308.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.6% | -5.3% | -4.8% |
| 7D | -2.0% | +1.2% | -3.2% | -2.8% |
| 30D | +31.8% | +15.2% | +16.6% | +19.6% |
| 3M | +19.3% | +8.3% | +10.9% | +12.6% |
| 6M | +12.1% | +13.1% | -1.1% | +2.7% |
| YTD | -8.4% | +12.5% | -21.0% | -16.1% |
| 1Y | -4.5% | +21.8% | -26.3% | -17.2% |
| 3Y | -49.4% | +48.8% | -98.2% | -62.0% |
| 5Y | -39.0% | +62.1% | -101.1% | -57.7% |
| All | +22.9% | +331.3% | -308.4% | -53.4% |
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