+98.1%
AGG vs WAT
+1,389.5%
-1,291.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | +0.1% | -0.7% | +0.9% | +0.1% |
| 30D | -0.4% | -1.0% | +0.6% | -0.4% |
| 3M | -0.3% | +10.9% | -11.2% | -0.3% |
| 6M | -1.2% | +33.2% | -34.4% | -1.4% |
| YTD | -0.4% | +6.1% | -6.4% | -0.4% |
| 1Y | +0.4% | +30.2% | -29.8% | +0.3% |
| 3Y | +13.4% | +52.9% | -39.4% | +13.3% |
| 5Y | -1.4% | -5.1% | +3.7% | -1.8% |
| 10Y | +14.8% | +152.6% | -137.8% | +15.5% |
| All | +98.1% | +1,389.5% | -1,291.4% | +105.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling