-64.0%
TXG vs WCC
+211.6%
-275.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.9% | +0.5% |
| 7D | +5.0% | +1.7% | +3.3% | +3.9% |
| 30D | +13.5% | -6.1% | +19.6% | +17.3% |
| 3M | +128.0% | +3.1% | +124.9% | +122.0% |
| 6M | +224.4% | +28.2% | +196.2% | +177.5% |
| YTD | +307.0% | +41.1% | +265.9% | +227.3% |
| 1Y | +427.2% | +61.3% | +366.0% | +290.1% |
| 3Y | +40.2% | +123.6% | -83.5% | -17.7% |
| 5Y | -64.0% | +214.8% | -278.8% | -83.3% |
| All | -64.0% | +211.6% | -275.7% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling