+122.5%
WFC vs TW
+209.8%
-87.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | +0.3% | -2.7% | +3.0% | +1.0% |
| 30D | +2.3% | -1.7% | +4.0% | +2.6% |
| 3M | +9.8% | +1.6% | +8.2% | +8.7% |
| 6M | +15.6% | -17.7% | +33.2% | +20.5% |
| YTD | -2.4% | -4.3% | +1.9% | -2.6% |
| 1Y | +13.8% | -13.1% | +26.9% | +16.5% |
| 3Y | +134.6% | +20.3% | +114.4% | +114.7% |
| 5Y | +127.9% | +22.0% | +106.0% | +102.9% |
| All | +122.5% | +209.8% | -87.4% | +52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling