+1,245.5%
WDC vs TLT
-21.3%
+1,266.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +6.0% | +0.4% | +5.6% | +6.1% |
| 30D | +9.9% | -0.3% | +10.2% | +9.9% |
| 3M | -9.4% | -1.7% | -7.7% | -9.9% |
| 6M | +94.7% | -4.9% | +99.6% | +91.2% |
| YTD | +177.4% | -2.8% | +180.2% | +174.6% |
| 1Y | +412.6% | -4.2% | +416.8% | +405.0% |
| 3Y | +1,359.8% | -1.1% | +1,360.9% | +1,355.9% |
| 5Y | +992.6% | -33.7% | +1,026.3% | +743.8% |
| 10Y | +1,245.5% | -20.7% | +1,266.2% | +1,234.3% |
| All | +1,245.5% | -21.3% | +1,266.8% | +1,234.3% |
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