-40.0%
WU vs TW
+211.4%
-251.4%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -2.0% |
| 7D | -0.8% | -3.5% | +2.6% | -0.3% |
| 30D | -1.1% | +0.5% | -1.6% | -1.2% |
| 3M | -1.8% | +4.9% | -6.7% | -2.8% |
| 6M | -23.9% | -17.1% | -6.8% | -21.9% |
| YTD | -20.4% | -3.9% | -16.6% | -20.4% |
| 1Y | -10.6% | -13.3% | +2.7% | -9.1% |
| 3Y | -27.7% | +20.9% | -48.6% | -31.5% |
| 5Y | -51.1% | +20.5% | -71.6% | -54.6% |
| All | -40.0% | +211.4% | -251.4% | -51.3% |
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