+17.5%
BND vs WAT
+222.4%
-205.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | +0.6% | +5.4% | -4.8% | +0.4% |
| 3M | -1.6% | +11.3% | -12.9% | -1.9% |
| 6M | -1.5% | +37.4% | -39.0% | -2.4% |
| YTD | -1.5% | +21.2% | -22.6% | -2.1% |
| 1Y | -1.1% | +21.3% | -22.4% | -1.7% |
| 3Y | +13.6% | +83.4% | -69.8% | +11.2% |
| 5Y | -1.8% | +29.0% | -30.8% | -3.3% |
| All | +17.5% | +222.4% | -205.0% | +15.0% |
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