+288.5%
WAB vs TW
+221.1%
+67.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -3.2% | -2.3% | -0.9% | -2.7% |
| 30D | -4.4% | +3.9% | -8.4% | -5.3% |
| 3M | +7.9% | +5.7% | +2.2% | +5.9% |
| 6M | +8.7% | -14.5% | +23.2% | +12.0% |
| YTD | +33.0% | -0.9% | +33.8% | +31.6% |
| 1Y | +46.7% | -13.5% | +60.2% | +50.1% |
| 3Y | +153.0% | +25.0% | +128.0% | +131.1% |
| 5Y | +222.3% | +22.7% | +199.6% | +188.8% |
| All | +288.5% | +221.1% | +67.4% | +167.1% |
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