+274.9%
WWD vs TW
+221.1%
+53.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | +1.3% | -2.3% | +3.6% | +2.0% |
| 30D | -7.2% | +3.9% | -11.1% | -8.4% |
| 3M | -3.8% | +5.7% | -9.5% | -6.2% |
| 6M | -9.9% | -14.5% | +4.6% | -6.0% |
| YTD | +14.8% | -0.9% | +15.7% | +13.2% |
| 1Y | +42.1% | -13.5% | +55.6% | +46.8% |
| 3Y | +170.8% | +25.0% | +145.8% | +140.2% |
| 5Y | +197.5% | +22.7% | +174.8% | +159.2% |
| All | +274.9% | +221.1% | +53.8% | +137.5% |
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