+133.1%
WCC vs TW
+20.8%
+112.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +6.8% | -0.5% | +7.3% | +6.8% |
| 30D | -3.0% | -0.6% | -2.4% | -3.0% |
| 3M | +0.2% | +3.4% | -3.2% | -0.3% |
| 6M | +33.2% | -18.4% | +51.6% | +36.4% |
| YTD | +45.8% | -3.9% | +49.7% | +44.5% |
| 1Y | +68.4% | -13.3% | +81.7% | +70.5% |
| All | +133.1% | +20.8% | +112.2% | +100.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling