+135.9%
WMT vs TW
+19.5%
+116.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | 0.0% | -4.5% | +4.5% | +0.6% |
| 30D | -7.4% | -2.3% | -5.2% | -7.2% |
| 3M | -10.9% | +2.6% | -13.5% | -11.3% |
| 6M | -12.7% | -17.5% | +4.9% | -10.7% |
| YTD | -3.2% | -5.3% | +2.1% | -3.1% |
| 1Y | +5.3% | -14.8% | +20.0% | +7.0% |
| 3Y | +101.9% | +18.8% | +83.0% | +95.0% |
| All | +135.9% | +19.5% | +116.4% | +115.2% |
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