-2.1%
BND vs WAT
-4.9%
+2.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -0.1% | -1.8% | +1.7% | -0.1% |
| 30D | -0.2% | -1.7% | +1.5% | -0.2% |
| 3M | -0.7% | +9.1% | -9.7% | -1.0% |
| 6M | -1.7% | +32.4% | -34.1% | -2.7% |
| YTD | -0.5% | +6.6% | -7.1% | -0.9% |
| 1Y | +0.4% | +34.7% | -34.3% | -0.9% |
| 3Y | +13.1% | +53.6% | -40.4% | +10.2% |
| 5Y | -2.1% | -4.1% | +2.0% | -4.0% |
| All | -2.1% | -4.9% | +2.8% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling