+128.3%
WFC vs TW
+20.0%
+108.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +0.4% | -0.5% | +1.0% | +0.5% |
| 30D | +2.5% | -0.6% | +3.1% | +2.5% |
| 3M | +10.0% | +3.4% | +6.6% | +8.8% |
| 6M | +15.1% | -18.4% | +33.5% | +19.5% |
| YTD | -2.2% | -3.9% | +1.7% | -2.4% |
| 1Y | +13.5% | -13.3% | +26.8% | +16.0% |
| 3Y | +135.2% | +20.8% | +114.4% | +117.2% |
| 5Y | +128.3% | +20.3% | +108.0% | +101.1% |
| All | +128.3% | +20.0% | +108.3% | +101.1% |
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