+1,105.3%
WDC vs TW
+206.7%
+898.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.7% |
| 7D | -4.3% | -4.5% | +0.2% | -3.1% |
| 30D | -1.5% | -2.3% | +0.8% | -0.9% |
| 3M | -15.5% | +2.6% | -18.1% | -17.7% |
| 6M | +66.5% | -17.5% | +84.0% | +74.6% |
| YTD | +159.9% | -5.3% | +165.2% | +157.1% |
| 1Y | +366.0% | -14.8% | +380.7% | +378.6% |
| 3Y | +1,285.8% | +18.8% | +1,267.0% | +1,098.5% |
| 5Y | +925.6% | +20.7% | +904.8% | +754.1% |
| All | +1,105.3% | +206.7% | +898.5% | +639.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling