+207.0%
WPM vs TW
+41.2%
+165.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -3.6% | +3.9% | -7.5% | -4.0% |
| 30D | +1.4% | +19.9% | -18.5% | -0.9% |
| 3M | -0.2% | +25.9% | -26.1% | -3.2% |
| 6M | -7.3% | +21.1% | -28.5% | -9.9% |
| YTD | +12.3% | +23.9% | -11.6% | +7.8% |
| 1Y | +24.9% | +21.2% | +3.7% | +20.5% |
| 3Y | +210.4% | +44.8% | +165.6% | +190.4% |
| All | +207.0% | +41.2% | +165.8% | +179.6% |
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