+9,437.9%
WDC vs TLT
+130.7%
+9,307.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -28.0% | +0.1% | -28.0% | -27.9% |
| 30D | -34.9% | +6.2% | -41.1% | -32.2% |
| 3M | -41.6% | +0.1% | -41.6% | -41.3% |
| 6M | -45.4% | -3.0% | -42.4% | -46.3% |
| YTD | +53.3% | -2.7% | +56.0% | +50.7% |
| 1Y | +61.5% | -4.8% | +66.4% | +56.5% |
| 3Y | +712.3% | +6.9% | +705.4% | +757.3% |
| 5Y | +524.2% | -34.5% | +558.7% | +350.8% |
| 10Y | +616.5% | -17.3% | +633.8% | +573.2% |
| All | +9,437.9% | +130.7% | +9,307.2% | +32,725.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling