-34.9%
TLT vs WBD
+3.7%
-38.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.6% |
| 7D | -0.3% | -1.7% | +1.4% | -0.2% |
| 30D | 0.0% | +3.9% | -3.9% | -0.1% |
| 3M | -2.9% | +5.1% | -8.0% | -3.0% |
| 6M | -6.3% | +0.6% | -6.8% | -6.3% |
| YTD | -3.3% | -3.2% | -0.2% | -3.3% |
| 1Y | -4.2% | +127.7% | -131.9% | -6.0% |
| 3Y | -1.7% | +146.6% | -148.2% | -4.5% |
| 5Y | -34.9% | +4.2% | -39.1% | -38.7% |
| All | -34.9% | +3.7% | -38.6% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling