-3.3%
FISV vs WAT
+166.5%
-169.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -7.2% | -2.9% | -4.3% | -6.3% |
| 30D | -7.2% | -3.2% | -4.0% | -6.2% |
| 3M | -8.2% | +10.6% | -18.8% | -11.3% |
| 6M | -17.7% | +34.0% | -51.7% | -26.1% |
| YTD | -27.2% | +5.7% | -32.9% | -29.5% |
| 1Y | -63.0% | +37.1% | -100.0% | -67.4% |
| 3Y | -59.8% | +52.4% | -112.1% | -68.0% |
| 5Y | -55.8% | -4.4% | -51.4% | -58.1% |
| All | -3.3% | +166.5% | -169.8% | -41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling