-55.0%
FIS vs WAT
+27.0%
-82.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.5% | -1.8% |
| 7D | -29.4% | +6.0% | -35.5% | -29.9% |
| 30D | -16.7% | +9.9% | -26.6% | -18.0% |
| 3M | -33.0% | +17.2% | -50.1% | -34.7% |
| 6M | -33.3% | +34.2% | -67.6% | -36.8% |
| YTD | -56.0% | +25.5% | -81.5% | -56.9% |
| All | -55.0% | +27.0% | -82.1% | -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