+90.7%
WFC vs TW
+41.2%
+49.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +2.5% | +3.9% | -1.4% | +1.8% |
| 30D | +7.0% | +19.9% | -12.9% | +3.4% |
| 3M | -1.8% | +25.9% | -27.7% | -5.9% |
| 6M | +18.4% | +21.1% | -2.7% | +13.8% |
| YTD | -5.6% | +23.9% | -29.5% | -10.1% |
| 1Y | +3.9% | +21.2% | -17.4% | -0.6% |
| 3Y | +126.3% | +44.8% | +81.5% | +103.8% |
| All | +90.7% | +41.2% | +49.5% | +59.1% |
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