+366.0%
WDC vs FISV
-61.2%
+427.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.4% | -8.4% | -1.0% |
| 7D | -4.3% | -2.7% | -1.6% | -5.1% |
| 30D | -1.5% | 0.0% | -1.5% | -1.2% |
| 3M | -15.5% | -2.8% | -12.7% | -14.1% |
| 6M | +66.5% | -11.8% | +78.3% | +65.6% |
| YTD | +159.9% | -23.2% | +183.1% | +150.5% |
| 1Y | +366.0% | -62.0% | +427.9% | +268.9% |
| All | +366.0% | -61.2% | +427.1% | +268.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling