+38.1%
WAT vs TW
-13.6%
+51.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -1.8% | -0.5% | -1.3% | -1.8% |
| 30D | -1.7% | -0.6% | -1.1% | -1.7% |
| 3M | +9.1% | +3.4% | +5.7% | +9.6% |
| 6M | +32.4% | -18.4% | +50.9% | +30.3% |
| YTD | +6.6% | -3.9% | +10.5% | +6.1% |
| All | +38.1% | -13.6% | +51.8% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling