+131.2%
TLT vs WAB
+4,759.6%
-4,628.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | +0.2% |
| 7D | -0.4% | -3.2% | +2.8% | -0.7% |
| 30D | -0.6% | -4.4% | +3.9% | -1.0% |
| 3M | -2.7% | +7.9% | -10.6% | -1.9% |
| 6M | -5.6% | +8.7% | -14.3% | -4.7% |
| YTD | -2.8% | +33.0% | -35.8% | +0.1% |
| 1Y | -1.4% | +46.7% | -48.1% | +2.5% |
| 3Y | -1.6% | +153.0% | -154.6% | +8.7% |
| 5Y | -33.8% | +222.3% | -256.1% | -24.4% |
| 10Y | -21.1% | +291.0% | -312.1% | -4.4% |
| All | +131.2% | +4,759.6% | -4,628.4% | +263.1% |
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