+2.0%
FISV vs WU
-39.1%
+41.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.2% |
| 7D | -2.7% | -3.5% | +0.8% | -1.2% |
| 30D | 0.0% | -2.9% | +3.0% | +1.4% |
| 3M | -2.8% | -2.3% | -0.5% | -3.3% |
| 6M | -11.8% | -25.4% | +13.5% | -1.6% |
| YTD | -23.2% | -21.2% | -2.0% | -16.3% |
| 1Y | -62.0% | -8.9% | -53.1% | -61.5% |
| 3Y | -57.6% | -29.0% | -28.6% | -53.5% |
| 5Y | -53.4% | -50.7% | -2.7% | -39.8% |
| All | +2.0% | -39.1% | +41.1% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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