-0.3%
WY vs TW
+22.3%
-22.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +9.5% | +7.3% | +2.2% | +9.3% |
| 30D | +16.3% | +18.6% | -2.3% | +16.0% |
| 3M | -15.5% | +24.8% | -40.4% | -15.8% |
| 6M | -7.1% | +16.1% | -23.2% | -6.7% |
| YTD | -6.3% | +19.1% | -25.3% | -5.2% |
| 1Y | -0.3% | +22.8% | -23.1% | -1.2% |
| All | -0.3% | +22.3% | -22.5% | -1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling