+123.8%
WFC vs TW
+221.1%
-97.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +3.8% | -2.3% | +6.1% | +4.3% |
| 30D | +1.5% | +3.9% | -2.5% | +0.5% |
| 3M | +10.9% | +5.7% | +5.2% | +8.7% |
| 6M | +8.4% | -14.5% | +23.0% | +12.0% |
| YTD | -1.9% | -0.9% | -1.0% | -2.9% |
| 1Y | +12.3% | -13.5% | +25.9% | +15.3% |
| 3Y | +132.3% | +25.0% | +107.3% | +110.6% |
| 5Y | +130.1% | +22.7% | +107.4% | +104.9% |
| All | +123.8% | +221.1% | -97.3% | +51.5% |
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