-0.7%
TLT vs WWD
+170.0%
-170.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | -0.4% | +1.3% | -1.7% | -0.5% |
| 30D | -0.6% | -7.2% | +6.6% | -0.3% |
| 3M | -2.7% | -3.8% | +1.1% | -2.6% |
| 6M | -5.6% | -9.9% | +4.3% | -5.4% |
| YTD | -2.8% | +14.8% | -17.6% | -2.9% |
| 1Y | -1.4% | +42.1% | -43.5% | -2.0% |
| All | -0.7% | +170.0% | -170.7% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling