-2.3%
SW vs TW
+23.1%
-25.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.2% |
| 7D | -5.1% | -2.3% | -2.8% | -5.0% |
| 30D | -4.6% | +3.9% | -8.5% | -4.8% |
| 3M | +9.4% | +5.7% | +3.7% | +9.0% |
| 6M | +3.5% | -14.5% | +18.0% | +4.8% |
| YTD | +22.0% | -0.9% | +22.9% | +21.7% |
| 1Y | +2.2% | -13.5% | +15.7% | +2.9% |
| 3Y | +19.6% | +25.0% | -5.4% | +18.2% |
| All | -2.3% | +23.1% | -25.5% | -8.8% |
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