-57.6%
FISV vs WSM
+230.1%
-287.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.1% | +4.3% | +5.3% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | 0.0% | -7.7% | +7.8% | +1.0% |
| 3M | -2.8% | +3.8% | -6.6% | -3.3% |
| 6M | -11.8% | +22.7% | -34.5% | -14.2% |
| YTD | -23.2% | +28.0% | -51.2% | -25.7% |
| 1Y | -62.0% | +12.7% | -74.7% | -62.7% |
| 3Y | -57.6% | +231.3% | -288.9% | -62.2% |
| All | -57.6% | +230.1% | -287.7% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling