+128.4%
TLT vs WAB
+5,114.0%
-4,985.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.2% |
| 7D | -0.3% | +4.0% | -4.3% | +0.1% |
| 30D | +3.7% | +6.3% | -2.6% | +4.4% |
| 3M | -0.7% | +3.3% | -3.9% | -0.3% |
| 6M | -4.2% | +14.5% | -18.7% | -2.8% |
| YTD | -4.0% | +42.7% | -46.6% | -0.4% |
| 1Y | -5.8% | +45.2% | -51.0% | -2.1% |
| 3Y | +4.1% | +173.8% | -169.7% | +15.9% |
| 5Y | -34.8% | +223.8% | -258.6% | -25.6% |
| 10Y | -12.3% | +280.5% | -292.8% | +5.8% |
| All | +128.4% | +5,114.0% | -4,985.6% | +261.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling