-5.1%
TLT vs WETO
-99.4%
+94.3%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.1% | -8.2% | -1.1% |
| 7D | -1.6% | -19.9% | +18.3% | -1.6% |
| 30D | -1.3% | -42.7% | +41.3% | -1.2% |
| 3M | -3.7% | -97.7% | +94.0% | -2.4% |
| 6M | -6.4% | -94.4% | +88.1% | -6.1% |
| YTD | -4.5% | -97.0% | +92.5% | -3.5% |
| 1Y | -5.9% | -98.9% | +93.0% | -3.9% |
| All | -5.1% | -99.4% | +94.3% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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