+162.1%
WM vs TW
+286.2%
-124.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | +1.2% | +4.2% | -3.0% | +0.2% |
| 30D | +13.1% | +18.9% | -5.9% | +8.6% |
| 3M | +3.6% | +23.8% | -20.2% | -1.6% |
| 6M | +8.1% | +17.0% | -9.0% | +3.7% |
| YTD | +8.9% | +19.2% | -10.3% | +3.6% |
| 1Y | +20.3% | +20.1% | +0.2% | +14.3% |
| 3Y | +46.2% | +40.5% | +5.7% | +32.5% |
| 5Y | +59.9% | +38.0% | +21.8% | +43.4% |
| All | +162.1% | +286.2% | -124.1% | +91.0% |
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