+3.9%
WFC vs TW
+21.1%
-17.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | +2.5% | +3.9% | -1.4% | +2.5% |
| 30D | +7.0% | +19.9% | -12.9% | +6.9% |
| 3M | -1.8% | +25.9% | -27.7% | -1.8% |
| 6M | +18.4% | +21.1% | -2.7% | +18.8% |
| YTD | -5.6% | +23.9% | -29.5% | -4.2% |
| 1Y | +3.9% | +21.2% | -17.4% | +5.6% |
| All | +3.9% | +21.1% | -17.2% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling