-70.8%
FIS vs WAT
+28.6%
-99.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | +2.8% | +0.6% | +2.2% | +2.6% |
| 30D | -16.7% | +5.4% | -22.1% | -18.3% |
| 3M | -32.3% | +11.3% | -43.6% | -34.7% |
| 6M | -29.1% | +37.4% | -66.5% | -36.0% |
| YTD | -54.1% | +21.2% | -75.3% | -57.3% |
| 1Y | -53.7% | +21.3% | -75.1% | -57.0% |
| 3Y | -38.8% | +83.4% | -122.2% | -53.3% |
| All | -70.8% | +28.6% | -99.4% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling