+72.6%
TLT vs WBD
+293.1%
-220.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.1% |
| 7D | -0.4% | -1.8% | +1.4% | -0.5% |
| 30D | -0.6% | +8.8% | -9.4% | -0.1% |
| 3M | -2.7% | +4.6% | -7.4% | -2.5% |
| 6M | -5.6% | +1.1% | -6.7% | -5.5% |
| YTD | -2.8% | -2.0% | -0.8% | -2.9% |
| 1Y | -1.4% | +140.0% | -141.5% | +4.0% |
| 3Y | -1.6% | +144.4% | -146.0% | +5.2% |
| 5Y | -33.8% | -0.2% | -33.6% | -33.5% |
| 10Y | -21.1% | +9.1% | -30.3% | -15.5% |
| All | +72.6% | +293.1% | -220.4% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling