+10,209.8%
FISV vs WSM
+34,771.0%
-24,561.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -6.4% | +2.6% | -9.0% | -6.8% |
| 30D | -6.8% | -9.3% | +2.5% | -5.2% |
| 3M | -10.0% | +7.1% | -17.0% | -11.2% |
| 6M | -20.6% | +21.7% | -42.3% | -23.6% |
| YTD | -27.6% | +28.7% | -56.3% | -31.1% |
| 1Y | -64.3% | +13.9% | -78.2% | -65.3% |
| 3Y | -60.0% | +232.2% | -292.2% | -69.0% |
| 5Y | -57.7% | +176.4% | -234.1% | -67.1% |
| 10Y | -3.0% | +1,072.4% | -1,075.4% | -45.0% |
| All | +10,209.8% | +34,771.0% | -24,561.2% | +3,138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling