-12.6%
TLT vs WWD
+439.4%
-452.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.5% |
| 7D | -3.1% | +4.0% | -7.1% | -2.9% |
| 30D | +1.0% | +0.4% | +0.6% | +1.1% |
| 3M | -2.7% | -7.9% | +5.2% | -3.1% |
| 6M | -4.1% | -10.6% | +6.5% | -4.6% |
| YTD | -5.4% | +9.4% | -14.7% | -4.3% |
| 1Y | -7.0% | +25.7% | -32.8% | -5.1% |
| 3Y | +2.8% | +148.5% | -145.7% | +11.1% |
| 5Y | -35.4% | +189.5% | -224.9% | -29.0% |
| All | -12.6% | +439.4% | -452.0% | +4.3% |
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