-19.8%
TLT vs WAB
+282.7%
-302.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.7% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | 0.0% | -4.6% | +4.5% | -0.3% |
| 3M | -2.9% | +5.6% | -8.5% | -2.4% |
| 6M | -6.3% | +13.8% | -20.1% | -5.3% |
| YTD | -3.3% | +31.9% | -35.2% | -1.3% |
| 1Y | -4.2% | +48.3% | -52.5% | -1.2% |
| 3Y | -1.7% | +167.1% | -168.8% | +7.1% |
| 5Y | -34.9% | +222.9% | -257.8% | -27.3% |
| 10Y | -19.8% | +289.9% | -309.7% | -3.9% |
| All | -19.8% | +282.7% | -302.5% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling