+131.4%
TLT vs WAT
+2,043.4%
-1,912.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.1% | +0.4% |
| 7D | +0.3% | +6.0% | -5.8% | +0.7% |
| 30D | +5.1% | +9.9% | -4.8% | +5.9% |
| 3M | -0.2% | +17.2% | -17.4% | +1.0% |
| 6M | -2.9% | +34.2% | -37.1% | -0.6% |
| YTD | -2.7% | +25.5% | -28.2% | -0.8% |
| 1Y | -4.6% | +28.3% | -32.8% | -2.5% |
| 3Y | +6.1% | +88.4% | -82.3% | +13.3% |
| 5Y | -35.1% | +36.1% | -71.3% | -32.5% |
| 10Y | -12.5% | +234.8% | -247.3% | +4.1% |
| All | +131.4% | +2,043.4% | -1,912.0% | +240.5% |
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 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