+1,159.5%
WDC vs TW
+221.1%
+938.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.8% | +5.0% | +5.6% |
| 7D | +1.7% | -2.3% | +4.1% | +2.4% |
| 30D | -10.0% | +3.9% | -13.9% | -11.0% |
| 3M | -18.8% | +5.7% | -24.5% | -21.7% |
| 6M | +79.0% | -14.5% | +93.6% | +86.1% |
| YTD | +171.6% | -0.9% | +172.4% | +165.2% |
| 1Y | +417.4% | -13.5% | +430.9% | +431.0% |
| 3Y | +1,251.8% | +25.0% | +1,226.8% | +1,051.2% |
| 5Y | +911.7% | +22.7% | +889.0% | +742.5% |
| All | +1,159.5% | +221.1% | +938.4% | +663.0% |
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