+2,478.4%
FISV vs WAT
+10,816.8%
-8,338.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -0.3% | -1.3% | +0.9% | 0.0% |
| 30D | -2.1% | +2.3% | -4.4% | -2.7% |
| 3M | -5.7% | +8.7% | -14.5% | -7.9% |
| 6M | -15.3% | +28.3% | -43.7% | -21.3% |
| YTD | -21.1% | +7.8% | -28.9% | -23.6% |
| 1Y | -61.1% | +36.6% | -97.7% | -64.6% |
| 3Y | -56.8% | +45.7% | -102.5% | -62.5% |
| 5Y | -54.2% | -3.3% | -50.9% | -56.4% |
| 10Y | +1.6% | +162.1% | -160.5% | -25.7% |
| All | +2,478.4% | +10,816.8% | -8,338.4% | +827.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling