+41.1%
WSM vs TW
+20.8%
+20.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.0% | +5.4% | +6.6% |
| 7D | +8.0% | +6.0% | +2.0% | +8.6% |
| 30D | +13.5% | +18.6% | -5.1% | +15.4% |
| 3M | +8.8% | +26.5% | -17.7% | +11.7% |
| 6M | +54.7% | +13.1% | +41.6% | +58.1% |
| YTD | +53.3% | +18.5% | +34.7% | +57.5% |
| 1Y | +41.1% | +21.7% | +19.4% | +43.5% |
| All | +41.1% | +20.8% | +20.4% | +43.5% |
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