-42.7%
FIS vs WAT
+30.7%
-73.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | -9.1% | -1.8% | -7.3% | -8.8% |
| 30D | -10.4% | -1.7% | -8.8% | -10.2% |
| 3M | -3.7% | +9.1% | -12.8% | -5.4% |
| 6M | -24.8% | +32.4% | -57.2% | -29.4% |
| YTD | -41.6% | +6.6% | -48.1% | -41.7% |
| 1Y | -42.7% | +34.7% | -77.4% | -45.5% |
| All | -42.7% | +30.7% | -73.4% | -45.5% |
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