+130.4%
TLT vs WM
+1,698.7%
-1,568.3%
-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% | -1.0% | +0.4% |
| 7D | +0.5% | +4.5% | -4.0% | +1.1% |
| 30D | +6.0% | +16.1% | -10.0% | +8.1% |
| 3M | -0.9% | +8.0% | -8.9% | +0.1% |
| 6M | -2.6% | +8.4% | -11.0% | -1.5% |
| YTD | -3.1% | +11.2% | -14.3% | -1.6% |
| 1Y | -4.4% | +22.3% | -26.7% | -1.6% |
| 3Y | +5.5% | +50.2% | -44.8% | +12.3% |
| 5Y | -34.7% | +63.3% | -98.0% | -29.3% |
| 10Y | -17.6% | +355.0% | -372.6% | +7.8% |
| All | +130.4% | +1,698.7% | -1,568.3% | +292.0% |
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