+2.8%
TLT vs WAT
+82.3%
-79.5%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -3.1% | +0.6% | -3.7% | -3.1% |
| 30D | +1.0% | +5.4% | -4.4% | +0.7% |
| 3M | -2.7% | +11.3% | -14.0% | -3.3% |
| 6M | -4.1% | +37.4% | -41.6% | -5.7% |
| YTD | -5.4% | +21.2% | -26.5% | -6.6% |
| 1Y | -7.0% | +21.3% | -28.4% | -8.3% |
| 3Y | +2.8% | +83.4% | -80.5% | +0.5% |
| All | +2.8% | +82.3% | -79.5% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling