-1.6%
SW vs TW
+38.7%
-40.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -2.0% | -1.5% |
| 7D | +4.7% | +7.3% | -2.6% | +4.3% |
| 30D | +5.0% | +18.6% | -13.6% | +4.2% |
| 3M | -7.3% | +24.8% | -32.2% | -8.3% |
| 6M | +15.0% | +16.1% | -1.1% | +14.3% |
| YTD | +18.5% | +19.1% | -0.6% | +17.2% |
| 1Y | +27.1% | +22.8% | +4.4% | +25.4% |
| 3Y | +49.3% | +40.4% | +8.9% | +47.5% |
| 5Y | -1.6% | +37.9% | -39.5% | -7.0% |
| All | -1.6% | +38.7% | -40.3% | -7.0% |
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