+11,131.7%
FISV vs WM
+26,336.4%
-15,204.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -2.1% | -2.4% | +0.3% | -1.5% |
| 3M | -5.7% | +0.4% | -6.2% | -5.8% |
| 6M | -15.3% | -9.5% | -5.9% | -13.4% |
| YTD | -21.1% | +0.5% | -21.6% | -21.2% |
| 1Y | -61.1% | -1.1% | -60.0% | -60.8% |
| 3Y | -56.8% | +46.0% | -102.9% | -60.3% |
| 5Y | -54.2% | +51.8% | -106.0% | -58.2% |
| 10Y | +1.6% | +307.5% | -305.9% | -23.2% |
| All | +11,131.7% | +26,336.4% | -15,204.7% | +5,834.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling