+131.2%
TLT vs WTW
+555.3%
-424.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | -0.3% |
| 7D | +0.4% | -2.7% | +3.1% | +0.2% |
| 30D | -0.3% | -5.6% | +5.4% | -0.8% |
| 3M | -1.7% | +26.5% | -28.2% | +0.5% |
| 6M | -4.9% | +8.1% | -13.0% | -4.0% |
| YTD | -2.8% | -0.3% | -2.5% | -2.5% |
| 1Y | -4.2% | -0.9% | -3.4% | -4.0% |
| 3Y | -1.1% | +66.6% | -67.7% | +4.8% |
| 5Y | -33.7% | +54.0% | -87.7% | -29.9% |
| 10Y | -20.7% | +198.1% | -218.8% | -7.6% |
| All | +131.2% | +555.3% | -424.1% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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