+2.0%
FISV vs WAT
+170.9%
-169.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +4.9% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | 0.0% | -1.9% | +1.9% | +0.6% |
| 3M | -2.8% | +13.5% | -16.3% | -6.8% |
| 6M | -11.8% | +37.2% | -49.1% | -21.4% |
| YTD | -23.2% | +7.5% | -30.7% | -26.1% |
| 1Y | -62.0% | +35.0% | -97.0% | -66.3% |
| 3Y | -57.6% | +55.1% | -112.7% | -66.5% |
| 5Y | -53.4% | -2.8% | -50.6% | -56.1% |
| All | +2.0% | +170.9% | -169.0% | -38.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling