+131.3%
TLT vs WWD
+4,411.8%
-4,280.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | +0.3% |
| 7D | +0.1% | +4.2% | -4.1% | +0.5% |
| 30D | +6.2% | -2.1% | +8.3% | +6.1% |
| 3M | +0.1% | -13.2% | +13.2% | -1.0% |
| 6M | -3.0% | -16.9% | +13.9% | -4.3% |
| YTD | -2.7% | +5.2% | -8.0% | -1.8% |
| 1Y | -4.8% | +20.6% | -25.4% | -2.6% |
| 3Y | +6.9% | +146.3% | -139.4% | +18.0% |
| 5Y | -34.5% | +171.3% | -205.8% | -26.4% |
| 10Y | -17.3% | +471.3% | -488.6% | +4.8% |
| All | +131.3% | +4,411.8% | -4,280.4% | +263.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling