+221.8%
GWW vs TXT
+14.6%
+207.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | 0.0% | -0.8% | +0.8% | +0.3% |
| 30D | +14.0% | +13.4% | +0.5% | +8.2% |
| 3M | +14.4% | -2.5% | +16.9% | +15.1% |
| 6M | +21.7% | -6.2% | +27.9% | +23.7% |
| YTD | +48.4% | -1.3% | +49.8% | +46.6% |
| 1Y | +58.4% | +4.3% | +54.1% | +52.7% |
| 3Y | +92.3% | +13.2% | +79.0% | +75.4% |
| 5Y | +221.8% | +12.4% | +209.4% | +188.2% |
| All | +221.8% | +14.6% | +207.2% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 5y: compounded portfolio wealth divided by compounded TXT 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…
5y analysis · Full analysis span regression · 6 months rolling