+35.3%
WAT vs TW
+39.0%
-3.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +3.4% | +3.1% | +0.3% | +2.9% |
| 30D | +9.6% | +16.7% | -7.1% | +7.0% |
| 3M | +15.5% | +25.2% | -9.7% | +11.4% |
| 6M | +33.9% | +19.5% | +14.4% | +29.7% |
| YTD | +25.2% | +21.0% | +4.2% | +20.0% |
| 1Y | +26.3% | +19.0% | +7.3% | +21.5% |
| 3Y | +85.8% | +40.7% | +45.1% | +65.9% |
| 5Y | +35.3% | +40.1% | -4.9% | +20.4% |
| All | +35.3% | +39.0% | -3.8% | +20.4% |
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