-17.4%
FIS vs WAT
+50.1%
-67.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +1.1% | -1.3% | +2.4% | +1.4% |
| 30D | -2.2% | +2.3% | -4.6% | -2.8% |
| 3M | +2.1% | +8.7% | -6.6% | 0.0% |
| 6M | -14.7% | +28.3% | -43.0% | -20.0% |
| YTD | -35.7% | +7.8% | -43.5% | -37.2% |
| 1Y | -37.1% | +36.6% | -73.7% | -42.0% |
| All | -17.4% | +50.1% | -67.5% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling