-2.6%
BDX vs TW
+19.6%
-22.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -5.4% | -2.7% | -2.7% | -4.9% |
| 30D | -2.2% | -1.7% | -0.4% | -1.9% |
| 3M | +20.1% | +1.6% | +18.5% | +19.5% |
| 6M | +9.1% | -17.7% | +26.7% | +12.7% |
| YTD | +17.9% | -4.3% | +22.2% | +17.9% |
| 1Y | +22.1% | -13.1% | +35.2% | +24.4% |
| 3Y | -10.5% | +20.3% | -30.8% | -16.4% |
| 5Y | -2.6% | +22.0% | -24.5% | -14.0% |
| All | -2.6% | +19.6% | -22.2% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling