+30.0%
TXG vs WCC
+650.2%
-620.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.6% | -0.3% | +1.9% |
| 7D | +9.5% | +1.4% | +8.1% | +8.9% |
| 30D | +18.8% | -2.3% | +21.0% | +19.7% |
| 3M | +136.1% | +3.7% | +132.4% | +131.6% |
| 6M | +235.2% | +34.8% | +200.5% | +195.8% |
| YTD | +320.5% | +46.1% | +274.4% | +258.1% |
| 1Y | +425.2% | +62.7% | +362.4% | +327.5% |
| 3Y | +42.9% | +133.6% | -90.7% | +0.2% |
| 5Y | -62.8% | +226.1% | -288.9% | -76.6% |
| All | +30.0% | +650.2% | -620.2% | -32.1% |
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