-19.8%
TLT vs WAT
+156.2%
-176.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.0% | -0.6% |
| 7D | -0.3% | -1.8% | +1.5% | -0.3% |
| 30D | 0.0% | -1.7% | +1.7% | 0.0% |
| 3M | -2.9% | +9.1% | -11.9% | -2.8% |
| 6M | -6.3% | +32.4% | -38.7% | -5.9% |
| YTD | -3.3% | +6.6% | -9.9% | -3.3% |
| 1Y | -4.2% | +34.7% | -38.9% | -3.7% |
| 3Y | -1.7% | +53.6% | -55.3% | +0.1% |
| 5Y | -34.9% | -4.1% | -30.8% | -36.1% |
| 10Y | -19.8% | +167.9% | -187.7% | -10.7% |
| All | -19.8% | +156.2% | -176.0% | -10.7% |
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