+289.0%
WAB vs TW
+206.7%
+82.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +0.1% | -4.5% | +4.6% | +1.1% |
| 30D | -4.1% | -2.3% | -1.8% | -3.6% |
| 3M | +8.2% | +2.6% | +5.6% | +7.0% |
| 6M | +15.4% | -17.5% | +33.0% | +19.8% |
| YTD | +33.1% | -5.3% | +38.5% | +33.1% |
| 1Y | +48.1% | -14.8% | +62.8% | +51.8% |
| 3Y | +167.7% | +18.8% | +148.9% | +147.3% |
| 5Y | +225.7% | +20.7% | +205.0% | +192.6% |
| All | +289.0% | +206.7% | +82.3% | +170.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling