+131.2%
TLT vs WAT
+1,740.7%
-1,609.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.1% |
| 7D | -0.4% | -1.3% | +0.9% | -0.5% |
| 30D | -0.6% | +2.3% | -2.9% | -0.4% |
| 3M | -2.7% | +8.7% | -11.5% | -2.1% |
| 6M | -5.6% | +28.3% | -33.9% | -3.7% |
| YTD | -2.8% | +7.8% | -10.6% | -2.0% |
| 1Y | -1.4% | +36.6% | -38.0% | +1.4% |
| 3Y | -1.6% | +45.7% | -47.3% | +2.9% |
| 5Y | -33.8% | -3.3% | -30.5% | -33.4% |
| 10Y | -21.1% | +162.1% | -183.3% | -8.2% |
| All | +131.2% | +1,740.7% | -1,609.5% | +236.3% |
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