+144.0%
WCC vs TW
+41.5%
+102.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +14.2% | +3.2% | +11.0% | +13.7% |
| 30D | -9.8% | +19.7% | -29.5% | -12.3% |
| 3M | -10.1% | +26.8% | -37.0% | -13.5% |
| 6M | -9.4% | +20.9% | -30.3% | -12.5% |
| YTD | +34.4% | +22.9% | +11.5% | +27.7% |
| 1Y | +23.3% | +20.4% | +2.9% | +17.8% |
| 3Y | +137.9% | +42.9% | +95.0% | +105.1% |
| 5Y | +144.0% | +40.2% | +103.7% | +105.2% |
| All | +144.0% | +41.5% | +102.5% | +105.2% |
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