+64.8%
WAT vs TW
+221.1%
-156.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -1.3% | -2.3% | +1.0% | -0.8% |
| 30D | +2.3% | +3.9% | -1.6% | +1.3% |
| 3M | +8.7% | +5.7% | +3.0% | +6.7% |
| 6M | +28.3% | -14.5% | +42.8% | +32.4% |
| YTD | +7.8% | -0.9% | +8.6% | +6.3% |
| 1Y | +36.6% | -13.5% | +50.1% | +39.7% |
| 3Y | +45.7% | +25.0% | +20.7% | +30.1% |
| 5Y | -3.3% | +22.7% | -26.0% | -15.0% |
| All | +64.8% | +221.1% | -156.3% | +3.7% |
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