-20.7%
TLT vs WBD
+15.0%
-35.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -1.6% | -0.7% | -0.9% | -1.6% |
| 30D | -1.1% | +1.4% | -2.5% | -1.1% |
| 3M | -4.9% | +4.4% | -9.2% | -4.8% |
| 6M | -5.0% | +0.8% | -5.9% | -5.0% |
| YTD | -4.4% | -2.7% | -1.7% | -4.4% |
| 1Y | -6.4% | +73.4% | -79.8% | -5.3% |
| 3Y | -2.0% | +142.1% | -144.1% | +0.1% |
| 5Y | -35.0% | +7.2% | -42.2% | -36.3% |
| All | -20.7% | +15.0% | -35.7% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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