-55.1%
FIS vs WAT
+26.7%
-81.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -27.4% | +3.4% | -30.8% | -27.7% |
| 30D | -16.8% | +9.6% | -26.5% | -18.1% |
| 3M | -32.6% | +15.5% | -48.1% | -34.3% |
| 6M | -33.4% | +33.9% | -67.3% | -36.9% |
| YTD | -56.0% | +25.2% | -81.2% | -57.0% |
| 1Y | -55.1% | +26.3% | -81.4% | -56.3% |
| All | -55.1% | +26.7% | -81.8% | -56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling