-55.8%
FISV vs WAT
-5.3%
-50.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -7.2% | -2.9% | -4.3% | -6.6% |
| 30D | -7.2% | -3.2% | -4.0% | -6.5% |
| 3M | -8.2% | +10.6% | -18.8% | -10.3% |
| 6M | -17.7% | +34.0% | -51.7% | -23.5% |
| YTD | -27.2% | +5.7% | -32.9% | -28.5% |
| 1Y | -63.0% | +37.1% | -100.0% | -66.0% |
| 3Y | -59.8% | +52.4% | -112.1% | -66.0% |
| 5Y | -55.8% | -4.4% | -51.4% | -59.2% |
| All | -55.8% | -5.3% | -50.5% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling