+265.2%
WWD vs TW
+206.7%
+58.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | -2.6% | -4.5% | +1.9% | -1.2% |
| 30D | -6.9% | -2.3% | -4.7% | -6.3% |
| 3M | -13.0% | +2.6% | -15.6% | -14.3% |
| 6M | -12.5% | -17.5% | +5.1% | -7.6% |
| YTD | +11.8% | -5.3% | +17.2% | +11.9% |
| 1Y | +41.1% | -14.8% | +55.8% | +46.2% |
| 3Y | +163.1% | +18.8% | +144.2% | +137.3% |
| 5Y | +187.6% | +20.7% | +166.9% | +151.4% |
| All | +265.2% | +206.7% | +58.5% | +134.7% |
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