-20.8%
TLT vs WCN
+235.2%
-256.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -1.2% |
| 7D | -1.6% | -4.4% | +2.8% | -1.7% |
| 30D | -1.3% | -4.4% | +3.1% | -1.5% |
| 3M | -3.7% | +0.5% | -4.2% | -3.7% |
| 6M | -6.4% | -3.3% | -3.1% | -6.4% |
| YTD | -4.5% | -8.5% | +4.0% | -4.7% |
| 1Y | -5.9% | -8.9% | +3.1% | -6.1% |
| 3Y | -2.8% | +18.0% | -20.9% | -1.3% |
| 5Y | -35.1% | +25.0% | -60.1% | -33.5% |
| All | -20.8% | +235.2% | -256.0% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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