+162.5%
WM vs TW
+287.8%
-125.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -0.5% | +3.4% | -3.9% | -1.3% |
| 30D | +13.3% | +15.5% | -2.2% | +9.5% |
| 3M | +4.4% | +25.1% | -20.8% | -1.1% |
| 6M | +10.8% | +18.2% | -7.4% | +6.1% |
| YTD | +9.1% | +19.7% | -10.6% | +3.7% |
| 1Y | +19.1% | +18.1% | +1.0% | +13.6% |
| 3Y | +45.7% | +40.5% | +5.1% | +32.0% |
| 5Y | +60.4% | +37.1% | +23.4% | +44.1% |
| All | +162.5% | +287.8% | -125.3% | +91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling