+4.3%
BDX vs TW
+211.4%
-207.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.0% | 0.0% | -2.5% |
| 7D | -4.3% | -3.5% | -0.8% | -3.6% |
| 30D | +1.3% | +0.5% | +0.8% | +1.1% |
| 3M | +20.2% | +4.9% | +15.3% | +18.8% |
| 6M | +8.6% | -17.1% | +25.7% | +12.2% |
| YTD | +19.0% | -3.9% | +22.8% | +18.8% |
| 1Y | +21.2% | -13.3% | +34.4% | +23.6% |
| 3Y | -9.7% | +20.9% | -30.6% | -15.3% |
| 5Y | -3.4% | +20.5% | -23.9% | -11.1% |
| All | +4.3% | +211.4% | -207.1% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling