+103.8%
SW vs TW
+221.1%
-117.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.2% |
| 7D | -5.1% | -2.3% | -2.8% | -4.9% |
| 30D | -4.6% | +3.9% | -8.5% | -4.9% |
| 3M | +9.4% | +5.7% | +3.7% | +8.6% |
| 6M | +3.5% | -14.5% | +18.0% | +4.9% |
| YTD | +22.0% | -0.9% | +22.9% | +21.5% |
| 1Y | +2.2% | -13.5% | +15.7% | +3.2% |
| 3Y | +19.6% | +25.0% | -5.4% | +16.0% |
| 5Y | -2.3% | +22.7% | -25.0% | -5.7% |
| All | +103.8% | +221.1% | -117.4% | +82.4% |
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