+696.8%
WDC vs TW
+301.3%
+395.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.2% |
| 7D | +12.1% | +3.9% | +8.2% | +10.9% |
| 30D | -18.8% | +19.9% | -38.7% | -23.1% |
| 3M | -39.3% | +25.9% | -65.3% | -43.4% |
| 6M | -40.1% | +21.1% | -61.3% | -44.4% |
| YTD | +71.8% | +23.9% | +47.9% | +56.9% |
| 1Y | +88.5% | +21.2% | +67.2% | +73.4% |
| 3Y | +770.0% | +44.8% | +725.2% | +619.2% |
| 5Y | +549.0% | +41.4% | +507.6% | +424.7% |
| All | +696.8% | +301.3% | +395.5% | +351.3% |
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