+179.3%
WSM vs TW
+19.5%
+159.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | -0.5% | -4.5% | +4.0% | +0.6% |
| 30D | -7.7% | -2.3% | -5.5% | -7.2% |
| 3M | +3.8% | +2.6% | +1.2% | +2.4% |
| 6M | +22.7% | -17.5% | +40.2% | +28.7% |
| YTD | +28.0% | -5.3% | +33.3% | +27.6% |
| 1Y | +12.7% | -14.8% | +27.5% | +16.5% |
| 3Y | +231.3% | +18.8% | +212.4% | +171.2% |
| All | +179.3% | +19.5% | +159.8% | +127.2% |
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