+351.6%
GWW vs TW
+211.4%
+140.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -2.0% |
| 7D | -1.5% | -3.5% | +1.9% | -0.8% |
| 30D | +1.1% | +0.5% | +0.6% | +1.0% |
| 3M | -1.0% | +4.9% | -5.9% | -2.4% |
| 6M | +16.3% | -17.1% | +33.4% | +20.6% |
| YTD | +28.5% | -3.9% | +32.4% | +28.2% |
| 1Y | +30.3% | -13.3% | +43.5% | +33.1% |
| 3Y | +91.6% | +20.9% | +70.7% | +76.5% |
| 5Y | +224.0% | +20.5% | +203.5% | +192.9% |
| All | +351.6% | +211.4% | +140.2% | +224.3% |
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