-40.6%
WU vs TW
+206.7%
-247.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -3.5% | -4.5% | +1.0% | -2.8% |
| 30D | -2.9% | -2.3% | -0.7% | -2.6% |
| 3M | -2.3% | +2.6% | -4.9% | -2.9% |
| 6M | -25.4% | -17.5% | -7.8% | -23.3% |
| YTD | -21.2% | -5.3% | -15.9% | -21.0% |
| 1Y | -8.9% | -14.8% | +5.9% | -7.1% |
| 3Y | -29.0% | +18.8% | -47.8% | -32.4% |
| 5Y | -50.7% | +20.7% | -71.5% | -54.3% |
| All | -40.6% | +206.7% | -247.3% | -51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling