-60.0%
FISV vs WAT
+53.4%
-113.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.4% |
| 7D | -6.4% | -1.8% | -4.6% | -6.1% |
| 30D | -6.8% | -1.7% | -5.1% | -6.6% |
| 3M | -10.0% | +9.1% | -19.0% | -11.2% |
| 6M | -20.6% | +32.4% | -53.1% | -24.1% |
| YTD | -27.6% | +6.6% | -34.1% | -28.3% |
| 1Y | -64.3% | +34.7% | -99.0% | -66.1% |
| All | -60.0% | +53.4% | -113.4% | -63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling