+8.9%
WY vs TW
+209.8%
-200.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | -3.7% | -2.7% | -1.0% | -2.8% |
| 30D | -11.3% | -1.7% | -9.6% | -10.9% |
| 3M | -8.1% | +1.6% | -9.7% | -9.2% |
| 6M | -7.4% | -17.7% | +10.3% | -2.0% |
| YTD | -4.7% | -4.3% | -0.4% | -4.9% |
| 1Y | -9.2% | -13.1% | +3.9% | -6.3% |
| 3Y | -24.7% | +20.3% | -45.0% | -34.8% |
| 5Y | -21.6% | +22.0% | -43.5% | -34.4% |
| All | +8.9% | +209.8% | -200.9% | -39.7% |
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