+328.4%
FISV vs WU
-21.6%
+350.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.5% | -1.5% | -3.0% |
| 7D | -1.6% | -0.8% | -0.7% | -1.2% |
| 30D | -3.0% | -1.1% | -1.8% | -2.4% |
| 3M | -3.5% | -1.8% | -1.7% | -4.1% |
| 6M | -19.4% | -23.9% | +4.5% | -11.1% |
| YTD | -24.3% | -20.4% | -3.9% | -18.1% |
| 1Y | -62.4% | -10.6% | -51.8% | -61.5% |
| 3Y | -58.2% | -27.7% | -30.4% | -54.6% |
| 5Y | -56.5% | -51.1% | -5.4% | -45.4% |
| 10Y | -0.5% | -40.7% | +40.2% | +12.6% |
| All | +328.4% | -21.6% | +350.0% | +302.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling