+86.1%
WAT vs TW
+298.0%
-211.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.0% |
| 7D | +2.0% | +3.2% | -1.2% | +1.3% |
| 30D | +7.7% | +19.7% | -12.0% | +3.3% |
| 3M | +11.1% | +26.8% | -15.8% | +4.9% |
| 6M | +31.2% | +20.9% | +10.4% | +24.7% |
| YTD | +21.7% | +22.9% | -1.2% | +14.0% |
| 1Y | +19.3% | +20.4% | -1.0% | +12.4% |
| 3Y | +80.6% | +42.9% | +37.7% | +57.5% |
| 5Y | +29.5% | +40.2% | -10.7% | +11.2% |
| All | +86.1% | +298.0% | -211.9% | +11.2% |
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