+366.0%
WDC vs TW
-14.2%
+380.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -3.5% |
| 7D | -4.3% | -4.5% | +0.2% | -6.4% |
| 30D | -1.5% | -2.3% | +0.8% | -2.6% |
| 3M | -15.5% | +2.6% | -18.1% | -13.3% |
| 6M | +66.5% | -17.5% | +84.0% | +68.9% |
| YTD | +159.9% | -5.3% | +165.2% | +174.7% |
| 1Y | +366.0% | -14.8% | +380.7% | +384.8% |
| All | +366.0% | -14.2% | +380.2% | +384.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling