+653.4%
WDC vs TLT
-14.3%
+667.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.8% | +9.9% |
| 7D | -14.4% | +0.3% | -14.7% | -14.3% |
| 30D | -27.1% | +5.1% | -32.2% | -25.7% |
| 3M | -33.3% | -0.2% | -33.1% | -33.1% |
| 6M | -39.6% | -2.9% | -36.7% | -40.1% |
| YTD | +68.4% | -2.7% | +71.1% | +67.0% |
| 1Y | +78.2% | -4.6% | +82.8% | +75.3% |
| 3Y | +772.0% | +6.1% | +765.9% | +802.1% |
| 5Y | +584.9% | -35.1% | +620.0% | +416.1% |
| 10Y | +653.4% | -12.5% | +665.9% | +653.3% |
| All | +653.4% | -14.3% | +667.8% | +653.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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