-35.1%
TLT vs WAT
+35.9%
-71.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.1% | -0.2% |
| 7D | +0.3% | +6.0% | -5.8% | -0.1% |
| 30D | +5.1% | +9.9% | -4.8% | +4.5% |
| 3M | -0.2% | +17.2% | -17.4% | -1.2% |
| 6M | -2.9% | +34.2% | -37.1% | -4.7% |
| YTD | -2.7% | +25.5% | -28.2% | -4.4% |
| 1Y | -4.6% | +28.3% | -32.8% | -6.4% |
| 3Y | +6.1% | +88.4% | -82.3% | +0.4% |
| 5Y | -35.1% | +36.1% | -71.3% | -37.9% |
| All | -35.1% | +35.9% | -71.1% | -37.9% |
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