-40.9%
FIS vs WAT
+156.2%
-197.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.6% |
| 7D | -9.1% | -1.8% | -7.3% | -8.5% |
| 30D | -10.4% | -1.7% | -8.8% | -10.0% |
| 3M | -3.7% | +9.1% | -12.8% | -7.0% |
| 6M | -24.8% | +32.4% | -57.2% | -33.0% |
| YTD | -41.6% | +6.6% | -48.1% | -43.8% |
| 1Y | -42.7% | +34.7% | -77.4% | -49.8% |
| 3Y | -26.2% | +53.6% | -79.8% | -42.0% |
| 5Y | -66.1% | -4.1% | -62.0% | -68.1% |
| 10Y | -40.9% | +167.9% | -208.7% | -65.1% |
| All | -40.9% | +156.2% | -197.1% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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