+957.1%
WDC vs FISV
-57.7%
+1,014.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.4% |
| 7D | +4.4% | -7.2% | +11.6% | +4.6% |
| 30D | +5.3% | -7.2% | +12.5% | +5.4% |
| 3M | -5.9% | -8.2% | +2.2% | -5.9% |
| 6M | +73.2% | -17.7% | +90.9% | +74.8% |
| YTD | +167.8% | -27.2% | +195.0% | +173.7% |
| 1Y | +386.0% | -63.0% | +449.0% | +436.7% |
| 3Y | +1,309.7% | -59.8% | +1,369.5% | +1,242.4% |
| 5Y | +957.1% | -55.8% | +1,012.9% | +798.9% |
| All | +957.1% | -57.7% | +1,014.8% | +798.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling