+11.4%
WBD vs FISV
+3.1%
+8.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.4% | -6.0% | -2.4% |
| 7D | -0.7% | -2.7% | +1.9% | 0.0% |
| 30D | +1.4% | 0.0% | +1.4% | +1.0% |
| 3M | +4.4% | -2.8% | +7.2% | +4.2% |
| 6M | +0.8% | -11.8% | +12.7% | +3.3% |
| YTD | -2.7% | -23.2% | +20.5% | +4.3% |
| 1Y | +73.4% | -62.0% | +135.4% | +127.1% |
| 3Y | +142.1% | -57.6% | +199.8% | +183.5% |
| 5Y | +7.2% | -53.4% | +60.6% | +18.2% |
| All | +11.4% | +3.1% | +8.2% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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