It may be the case that the compass "loses the North.". You're therefore advised to calibrate your compass before each use.
This may occur after prolonged exposure to a weak or moderate magnetic field, i.e. if your watch is placed near - a magnetic field produced by a computer, telephone, loud speaker or other metallic object etc.
If the message "Calibration Failed" appears after 45 sec, you need to restart the calibration process. If this happens, check that you are well away from all magnetic sources and ensure you rotate the watch slowly so the system has time to capture the magnetic field.