+7.8%
WBD vs TW
+19.6%
-11.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | -0.6% | -2.7% | +2.1% | +0.3% |
| 30D | +4.2% | -1.7% | +5.9% | +4.7% |
| 3M | +7.5% | +1.6% | +5.9% | +6.1% |
| 6M | +1.6% | -17.7% | +19.3% | +8.2% |
| YTD | -2.2% | -4.3% | +2.2% | -2.5% |
| 1Y | +124.9% | -13.1% | +138.0% | +132.7% |
| 3Y | +149.1% | +20.3% | +128.8% | +112.1% |
| 5Y | +7.8% | +22.0% | -14.1% | -14.6% |
| All | +7.8% | +19.6% | -11.8% | -14.6% |
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