-62.2%
FIS vs WAT
-3.2%
-59.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +1.1% | -1.3% | +2.4% | +1.5% |
| 30D | -2.2% | +2.3% | -4.6% | -2.9% |
| 3M | +2.1% | +8.7% | -6.6% | -0.6% |
| 6M | -14.7% | +28.3% | -43.0% | -21.6% |
| YTD | -35.7% | +7.8% | -43.5% | -37.8% |
| 1Y | -37.1% | +36.6% | -73.7% | -43.7% |
| 3Y | -20.0% | +45.7% | -65.7% | -33.4% |
| All | -62.2% | -3.2% | -59.0% | -66.8% |
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