+1,394.6%
WDC vs FISV
-60.0%
+1,454.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.4% | +0.4% |
| 7D | +7.5% | -6.4% | +13.9% | +6.5% |
| 30D | +10.1% | -6.8% | +16.9% | +9.0% |
| 3M | -6.8% | -10.0% | +3.1% | -7.2% |
| 6M | +84.1% | -20.6% | +104.8% | +82.3% |
| YTD | +180.3% | -27.6% | +207.8% | +176.7% |
| 1Y | +411.1% | -64.3% | +475.4% | +405.9% |
| All | +1,394.6% | -60.0% | +1,454.6% | +1,154.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling