+27.4%
FISV vs WMB
+282.5%
-255.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | +1.4% | +7.8% | -6.4% | -0.8% |
| 30D | +38.4% | -5.1% | +43.5% | +39.8% |
| 3M | +14.9% | -4.7% | +19.6% | +15.6% |
| 6M | +21.8% | -7.4% | +29.2% | +23.2% |
| YTD | -5.0% | +17.5% | -22.5% | -11.7% |
| 1Y | -1.2% | +19.5% | -20.6% | -8.6% |
| 3Y | -47.5% | +121.3% | -168.8% | -61.0% |
| 5Y | -36.7% | +200.5% | -237.3% | -58.0% |
| All | +27.4% | +282.5% | -255.1% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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