+141.9%
WM vs TW
+221.1%
-79.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 6M | -9.5% | -14.5% | +5.0% | -6.5% |
| YTD | +0.5% | -0.9% | +1.4% | 0.0% |
| 1Y | -1.1% | -13.5% | +12.4% | +1.5% |
| 3Y | +46.0% | +25.0% | +21.0% | +36.1% |
| 5Y | +51.8% | +22.7% | +29.1% | +39.9% |
| All | +141.9% | +221.1% | -79.2% | +84.3% |
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 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