+9.3%
WY vs TW
+206.7%
-197.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | -4.2% | -4.5% | +0.3% | -2.7% |
| 30D | -10.1% | -2.3% | -7.8% | -9.5% |
| 3M | -8.5% | +2.6% | -11.1% | -9.8% |
| 6M | -3.3% | -17.5% | +14.2% | +2.2% |
| YTD | -4.4% | -5.3% | +0.9% | -4.3% |
| 1Y | -11.5% | -14.8% | +3.3% | -8.1% |
| 3Y | -24.3% | +18.8% | -43.2% | -34.2% |
| 5Y | -21.3% | +20.7% | -42.0% | -34.0% |
| All | +9.3% | +206.7% | -197.4% | -39.3% |
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 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