+376.5%
FIS vs WAT
+1,271.5%
-895.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.0% |
| 3M | +2.1% | +8.7% | -6.6% | -0.9% |
| 6M | -14.7% | +28.3% | -43.0% | -22.2% |
| YTD | -35.7% | +7.8% | -43.5% | -38.2% |
| 1Y | -37.1% | +36.6% | -73.7% | -44.2% |
| 3Y | -20.0% | +45.7% | -65.7% | -33.0% |
| 5Y | -62.1% | -3.3% | -58.8% | -64.3% |
| 10Y | -37.4% | +162.1% | -199.5% | -58.1% |
| All | +376.5% | +1,271.5% | -895.0% | +106.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling