+4.2%
BDX vs TW
+206.7%
-202.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -3.2% | -4.5% | +1.3% | -2.3% |
| 30D | -2.5% | -2.3% | -0.3% | -2.2% |
| 3M | +21.4% | +2.6% | +18.8% | +20.5% |
| 6M | +10.4% | -17.5% | +28.0% | +14.2% |
| YTD | +18.8% | -5.3% | +24.1% | +19.1% |
| 1Y | +21.7% | -14.8% | +36.5% | +24.5% |
| 3Y | -10.0% | +18.8% | -28.8% | -15.3% |
| 5Y | -1.8% | +20.7% | -22.5% | -9.7% |
| All | +4.2% | +206.7% | -202.5% | -22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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