-5.1%
WAT vs TW
+22.4%
-27.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.1% |
| 7D | -0.7% | -3.5% | +2.8% | -0.2% |
| 30D | -1.0% | +0.5% | -1.5% | -1.1% |
| 3M | +10.9% | +4.9% | +6.0% | +9.5% |
| 6M | +33.2% | -17.1% | +50.3% | +37.3% |
| YTD | +6.1% | -3.9% | +9.9% | +5.5% |
| 1Y | +30.2% | -13.3% | +43.5% | +32.6% |
| 3Y | +52.9% | +20.9% | +32.0% | +38.0% |
| 5Y | -5.1% | +20.5% | -25.6% | -15.6% |
| All | -5.1% | +22.4% | -27.6% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling