+61.9%
WM vs TW
+41.2%
+20.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.3% |
| 7D | +3.2% | +3.9% | -0.7% | +2.3% |
| 30D | +13.0% | +19.9% | -6.9% | +8.5% |
| 3M | +9.2% | +25.9% | -16.7% | +3.6% |
| 6M | +13.6% | +21.1% | -7.5% | +8.5% |
| YTD | +12.4% | +23.9% | -11.5% | +6.4% |
| 1Y | +21.2% | +21.2% | 0.0% | +15.2% |
| 3Y | +48.7% | +44.8% | +3.9% | +35.2% |
| All | +61.9% | +41.2% | +20.6% | +49.0% |
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 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