-1.7%
BND vs WAT
+31.1%
-32.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.6% |
| 7D | -1.4% | +2.0% | -3.4% | -1.5% |
| 30D | +0.8% | +7.7% | -6.9% | +0.5% |
| 3M | -1.2% | +11.1% | -12.3% | -1.6% |
| 6M | -1.4% | +31.2% | -32.6% | -2.4% |
| YTD | -1.3% | +21.7% | -23.0% | -2.2% |
| 1Y | -1.2% | +19.3% | -20.6% | -2.1% |
| 3Y | +13.7% | +80.6% | -66.9% | +10.0% |
| 5Y | -1.7% | +29.5% | -31.2% | -4.0% |
| All | -1.7% | +31.1% | -32.8% | -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