+507.4%
WCC vs TW
+301.3%
+206.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | +9.9% | +3.9% | +6.0% | +8.6% |
| 30D | -8.4% | +19.9% | -28.4% | -13.9% |
| 3M | -10.3% | +25.9% | -36.3% | -17.3% |
| 6M | -10.5% | +21.1% | -31.6% | -17.5% |
| YTD | +32.2% | +23.9% | +8.3% | +18.9% |
| 1Y | +25.5% | +21.2% | +4.3% | +13.9% |
| 3Y | +134.7% | +44.8% | +89.9% | +87.3% |
| 5Y | +139.9% | +41.4% | +98.5% | +89.6% |
| All | +507.4% | +301.3% | +206.0% | +189.4% |
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 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