+46.0%
WM vs TW
+26.0%
+20.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -0.3% | -2.3% | +2.0% | +0.2% |
| 30D | -2.4% | +3.9% | -6.3% | -3.3% |
| 3M | +0.4% | +5.7% | -5.3% | -1.0% |
| 6M | -9.5% | -14.5% | +5.0% | -6.6% |
| YTD | +0.5% | -0.9% | +1.4% | +0.1% |
| 1Y | -1.1% | -13.5% | +12.4% | +1.8% |
| All | +46.0% | +26.0% | +20.0% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling