-20.8%
TLT vs WWD
+490.2%
-511.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | -1.6% | -2.9% | +1.3% | -1.7% |
| 30D | -1.3% | -6.6% | +5.3% | -1.7% |
| 3M | -3.7% | -9.3% | +5.6% | -4.2% |
| 6M | -6.4% | -13.6% | +7.3% | -7.0% |
| YTD | -4.5% | +10.4% | -14.8% | -3.5% |
| 1Y | -5.9% | +39.9% | -45.7% | -3.2% |
| 3Y | -2.8% | +165.0% | -167.9% | +5.6% |
| 5Y | -35.1% | +183.8% | -218.9% | -28.8% |
| All | -20.8% | +490.2% | -511.0% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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