+259.6%
WMT vs TW
+211.2%
+48.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | -5.8% | -0.6% | -5.2% | -5.8% |
| 3M | -10.8% | +3.4% | -14.2% | -11.4% |
| 6M | -14.3% | -18.4% | +4.1% | -12.1% |
| YTD | -4.4% | -3.9% | -0.5% | -4.4% |
| 1Y | +4.3% | -13.3% | +17.7% | +5.9% |
| 3Y | +100.1% | +20.8% | +79.2% | +91.7% |
| 5Y | +130.8% | +20.3% | +110.5% | +118.3% |
| All | +259.6% | +211.2% | +48.4% | +201.1% |
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