+226.1%
FIS vs WAT
+1,497.0%
-1,270.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.5% | -2.7% |
| 7D | -29.4% | +6.0% | -35.5% | -30.9% |
| 30D | -16.7% | +9.9% | -26.6% | -19.5% |
| 3M | -33.0% | +17.2% | -50.1% | -36.6% |
| 6M | -33.3% | +34.2% | -67.6% | -39.9% |
| YTD | -56.0% | +25.5% | -81.5% | -59.9% |
| 1Y | -54.6% | +28.3% | -82.8% | -58.9% |
| 3Y | -40.6% | +88.4% | -129.0% | -54.3% |
| 5Y | -71.9% | +36.1% | -108.1% | -76.4% |
| 10Y | -55.3% | +234.8% | -290.1% | -72.3% |
| All | +226.1% | +1,497.0% | -1,270.9% | +34.0% |
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