+183.8%
WWD vs TW
+19.6%
+164.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | -2.9% | -2.7% | -0.1% | -2.2% |
| 30D | -6.6% | -1.7% | -4.9% | -6.3% |
| 3M | -9.3% | +1.6% | -10.9% | -10.0% |
| 6M | -13.6% | -17.7% | +4.1% | -9.4% |
| YTD | +10.4% | -4.3% | +14.7% | +10.1% |
| 1Y | +39.9% | -13.1% | +53.0% | +43.7% |
| 3Y | +165.0% | +20.3% | +144.8% | +143.3% |
| 5Y | +183.8% | +22.0% | +161.8% | +147.9% |
| All | +183.8% | +19.6% | +164.2% | +147.9% |
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 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