-4.2%
TLT vs WAT
+32.5%
-36.7%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +0.4% | -0.7% | +1.1% | +0.4% |
| 30D | -0.3% | -1.0% | +0.7% | -0.2% |
| 3M | -1.7% | +10.9% | -12.6% | -2.4% |
| 6M | -4.9% | +33.2% | -38.1% | -6.5% |
| YTD | -2.8% | +6.1% | -8.9% | -3.9% |
| 1Y | -4.2% | +30.2% | -34.4% | -5.6% |
| All | -4.2% | +32.5% | -36.7% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling