+51.6%
WCN vs TW
+44.1%
+7.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | +2.6% | +3.9% | -1.3% | +1.7% |
| 30D | +23.9% | +19.9% | +4.0% | +19.1% |
| 3M | +17.4% | +25.9% | -8.5% | +11.5% |
| 6M | +28.0% | +21.1% | +6.9% | +22.5% |
| YTD | +11.6% | +23.9% | -12.4% | +6.0% |
| 1Y | +16.9% | +21.2% | -4.4% | +11.5% |
| 3Y | +51.6% | +44.8% | +6.8% | +43.0% |
| All | +51.6% | +44.1% | +7.5% | +43.0% |
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