+2.0%
FISV vs WSM
+1,071.8%
-1,069.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +5.2% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | 0.0% | -7.7% | +7.8% | +1.6% |
| 3M | -2.8% | +3.8% | -6.6% | -3.6% |
| 6M | -11.8% | +22.7% | -34.5% | -15.7% |
| YTD | -23.2% | +28.0% | -51.2% | -27.4% |
| 1Y | -62.0% | +12.7% | -74.7% | -63.1% |
| 3Y | -57.6% | +231.3% | -288.9% | -68.8% |
| 5Y | -53.4% | +177.2% | -230.6% | -65.7% |
| All | +2.0% | +1,071.8% | -1,069.8% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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