-58.2%
FISV vs WMB
+148.7%
-206.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.3% | -6.3% | -4.4% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | -3.0% | +7.7% | -10.7% | -4.4% |
| 3M | -3.5% | +6.7% | -10.2% | -5.0% |
| 6M | -19.4% | +3.6% | -23.0% | -20.2% |
| YTD | -24.3% | +28.0% | -52.3% | -29.5% |
| 1Y | -62.4% | +37.6% | -100.0% | -65.7% |
| 3Y | -58.2% | +149.0% | -207.2% | -67.8% |
| All | -58.2% | +148.7% | -206.9% | -67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling