+74.2%
BND vs WAT
+667.1%
-592.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -1.4% | +0.6% | -2.0% | -1.4% |
| 30D | +0.6% | +5.4% | -4.8% | +0.6% |
| 3M | -1.6% | +11.3% | -12.9% | -1.7% |
| 6M | -1.5% | +37.4% | -39.0% | -1.7% |
| YTD | -1.5% | +21.2% | -22.6% | -1.6% |
| 1Y | -1.1% | +21.3% | -22.4% | -1.2% |
| 3Y | +13.6% | +83.4% | -69.8% | +13.4% |
| 5Y | -1.8% | +29.0% | -30.8% | -2.1% |
| 10Y | +17.0% | +223.9% | -206.9% | +18.2% |
| All | +74.2% | +667.1% | -592.9% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling