+115.3%
WFC vs TW
+301.3%
-186.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +2.5% | +3.9% | -1.4% | +1.6% |
| 30D | +7.0% | +19.9% | -12.9% | +2.4% |
| 3M | -1.8% | +25.9% | -27.7% | -7.2% |
| 6M | +18.4% | +21.1% | -2.7% | +12.3% |
| YTD | -5.6% | +23.9% | -29.5% | -11.5% |
| 1Y | +3.9% | +21.2% | -17.4% | -2.1% |
| 3Y | +126.3% | +44.8% | +81.5% | +98.9% |
| 5Y | +91.1% | +41.4% | +49.7% | +65.4% |
| All | +115.3% | +301.3% | -186.1% | +38.0% |
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 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