+14.1%
AGG vs WAT
+170.9%
-156.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.1% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | -1.1% | -1.9% | +0.7% | -1.1% |
| 3M | -1.9% | +13.5% | -15.4% | -2.2% |
| 6M | -1.7% | +37.2% | -38.9% | -2.5% |
| YTD | -1.3% | +7.5% | -8.8% | -1.6% |
| 1Y | -0.7% | +35.0% | -35.8% | -1.5% |
| 3Y | +12.5% | +55.1% | -42.6% | +10.9% |
| 5Y | -2.5% | -2.8% | +0.3% | -3.5% |
| All | +14.1% | +170.9% | -156.8% | +12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling