+957.1%
WDC vs TW
+19.6%
+937.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -4.0% | -4.4% |
| 7D | +4.4% | -2.7% | +7.1% | +4.9% |
| 30D | +5.3% | -1.7% | +7.0% | +5.5% |
| 3M | -5.9% | +1.6% | -7.5% | -7.2% |
| 6M | +73.2% | -17.7% | +90.9% | +81.2% |
| YTD | +167.8% | -4.3% | +172.2% | +166.3% |
| 1Y | +386.0% | -13.1% | +399.1% | +397.9% |
| 3Y | +1,309.7% | +20.3% | +1,289.4% | +1,130.4% |
| 5Y | +957.1% | +22.0% | +935.1% | +777.2% |
| All | +957.1% | +19.6% | +937.5% | +777.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling