+27.4%
WMT vs TW
+20.8%
+6.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.4% | +3.4% |
| 7D | +8.8% | +6.0% | +2.8% | +8.3% |
| 30D | +22.9% | +18.6% | +4.4% | +21.7% |
| 3M | +16.1% | +26.5% | -10.5% | +14.3% |
| 6M | -0.5% | +13.1% | -13.6% | -1.8% |
| YTD | +16.7% | +18.5% | -1.9% | +16.1% |
| 1Y | +27.4% | +21.7% | +5.7% | +25.8% |
| All | +27.4% | +20.8% | +6.6% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling