+96.4%
WCN vs TW
+211.4%
-115.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.3% |
| 7D | -0.4% | -3.5% | +3.0% | +0.4% |
| 30D | -2.1% | +0.5% | -2.6% | -2.3% |
| 3M | +6.4% | +4.9% | +1.4% | +4.8% |
| 6M | -3.7% | -17.1% | +13.4% | +0.3% |
| YTD | -6.4% | -3.9% | -2.5% | -6.1% |
| 1Y | -7.9% | -13.3% | +5.3% | -5.5% |
| 3Y | +20.8% | +20.9% | -0.1% | +13.0% |
| 5Y | +29.0% | +20.5% | +8.5% | +18.5% |
| All | +96.4% | +211.4% | -115.1% | +48.4% |
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