+10.3%
TXG vs WCC
+578.5%
-568.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.1% | -0.9% |
| 7D | -1.8% | +9.9% | -11.8% | -5.5% |
| 30D | -20.4% | -8.4% | -11.9% | -17.1% |
| 3M | +0.1% | -10.3% | +10.4% | +4.5% |
| 6M | +176.2% | -10.5% | +186.7% | +187.0% |
| YTD | +256.8% | +32.2% | +224.6% | +216.5% |
| 1Y | +255.9% | +25.5% | +230.4% | +221.6% |
| 3Y | +60.2% | +134.7% | -74.5% | +13.3% |
| 5Y | -65.1% | +139.9% | -205.0% | -76.1% |
| All | +10.3% | +578.5% | -568.2% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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