+257.2%
WWD vs TW
+301.3%
-44.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.9% |
| 7D | +4.0% | +3.9% | 0.0% | +2.7% |
| 30D | +0.4% | +19.9% | -19.5% | -5.3% |
| 3M | -7.9% | +25.9% | -33.9% | -14.7% |
| 6M | -10.6% | +21.1% | -31.8% | -16.7% |
| YTD | +9.4% | +23.9% | -14.5% | +0.2% |
| 1Y | +25.7% | +21.2% | +4.5% | +16.1% |
| 3Y | +148.5% | +44.8% | +103.8% | +111.1% |
| 5Y | +189.5% | +41.4% | +148.1% | +142.5% |
| All | +257.2% | +301.3% | -44.1% | +110.3% |
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