+1,394.6%
WDC vs TW
+20.8%
+1,373.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +7.5% | -0.5% | +8.0% | +7.4% |
| 30D | +10.1% | -0.6% | +10.7% | +10.0% |
| 3M | -6.8% | +3.4% | -10.2% | -6.8% |
| 6M | +84.1% | -18.4% | +102.6% | +90.2% |
| YTD | +180.3% | -3.9% | +184.2% | +182.9% |
| 1Y | +411.1% | -13.3% | +424.4% | +426.5% |
| All | +1,394.6% | +20.8% | +1,373.8% | +1,562.7% |
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 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