+131.2%
TLT vs WM
+1,525.4%
-1,394.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | 0.0% |
| 7D | -0.4% | -0.3% | -0.1% | -0.5% |
| 30D | -0.6% | -2.4% | +1.8% | -0.9% |
| 3M | -2.7% | +0.4% | -3.2% | -2.6% |
| 6M | -5.6% | -9.5% | +3.9% | -6.7% |
| YTD | -2.8% | +0.5% | -3.3% | -2.5% |
| 1Y | -1.4% | -1.1% | -0.3% | -1.3% |
| 3Y | -1.6% | +46.0% | -47.6% | +4.6% |
| 5Y | -33.8% | +51.8% | -85.6% | -28.9% |
| 10Y | -21.1% | +307.5% | -328.7% | +1.7% |
| All | +131.2% | +1,525.4% | -1,394.2% | +288.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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