+27.4%
FISV vs WAT
+222.4%
-195.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +1.4% | +0.6% | +0.9% | +1.2% |
| 30D | +38.4% | +5.4% | +33.0% | +35.9% |
| 3M | +14.9% | +11.3% | +3.6% | +10.8% |
| 6M | +21.8% | +37.4% | -15.6% | +9.2% |
| YTD | -5.0% | +21.2% | -26.2% | -12.3% |
| 1Y | -1.2% | +21.3% | -22.5% | -8.9% |
| 3Y | -47.5% | +83.4% | -130.9% | -61.1% |
| 5Y | -36.7% | +29.0% | -65.7% | -46.9% |
| All | +27.4% | +222.4% | -195.0% | -28.1% |
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