+0.2%
SW vs TW
+41.3%
-41.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.8% |
| 7D | -2.6% | +2.8% | -5.4% | -2.7% |
| 30D | +7.2% | +18.1% | -10.8% | +6.4% |
| 3M | -10.5% | +25.2% | -35.7% | -11.3% |
| 6M | +9.9% | +19.1% | -9.2% | +9.1% |
| YTD | +17.2% | +21.9% | -4.7% | +15.9% |
| 1Y | +26.5% | +18.9% | +7.6% | +25.3% |
| 3Y | +47.7% | +41.7% | +5.9% | +45.9% |
| 5Y | +0.2% | +40.4% | -40.2% | -5.6% |
| All | +0.2% | +41.3% | -41.1% | -5.6% |
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