+128.5%
TLT vs WAB
+5,125.8%
-4,997.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | +0.1% |
| 7D | -1.0% | +3.1% | -4.1% | -0.7% |
| 30D | +3.7% | +6.4% | -2.8% | +4.3% |
| 3M | -0.8% | +2.2% | -2.9% | -0.5% |
| 6M | -3.6% | +13.7% | -17.3% | -2.2% |
| YTD | -3.9% | +43.0% | -46.9% | -0.3% |
| 1Y | -6.2% | +47.0% | -53.2% | -2.4% |
| 3Y | +4.2% | +174.4% | -170.2% | +16.0% |
| 5Y | -34.7% | +222.2% | -256.8% | -25.5% |
| 10Y | -11.8% | +276.9% | -288.7% | +6.4% |
| All | +128.5% | +5,125.8% | -4,997.3% | +261.6% |
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