+795.7%
WSM vs TW
+211.4%
+584.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +1.3% |
| 7D | +2.6% | -3.5% | +6.0% | +3.9% |
| 30D | -9.5% | +0.5% | -10.0% | -9.8% |
| 3M | +12.9% | +4.9% | +8.0% | +9.6% |
| 6M | +23.0% | -17.1% | +40.1% | +30.3% |
| YTD | +28.9% | -3.9% | +32.8% | +27.5% |
| 1Y | +13.7% | -13.3% | +26.9% | +17.2% |
| 3Y | +232.6% | +20.9% | +211.7% | +174.5% |
| 5Y | +185.9% | +20.5% | +165.3% | +131.2% |
| All | +795.7% | +211.4% | +584.2% | +377.9% |
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