-0.5%
BND vs WAT
+32.9%
-33.4%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.4% |
| 7D | +0.4% | -1.9% | +2.4% | +0.5% |
| 30D | +2.3% | +6.2% | -3.9% | +2.1% |
| 3M | -1.0% | +18.1% | -19.0% | -1.5% |
| 6M | -0.9% | +54.9% | -55.7% | -2.3% |
| YTD | -0.9% | +23.1% | -24.0% | -2.0% |
| 1Y | -0.5% | +27.3% | -27.8% | -1.9% |
| All | -0.5% | +32.9% | -33.4% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling