+18.8%
TXG vs WCC
+640.0%
-621.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -2.5% |
| 7D | +1.8% | +4.5% | -2.7% | 0.0% |
| 30D | +32.0% | -5.8% | +37.8% | +34.9% |
| 3M | +87.0% | -3.7% | +90.7% | +89.0% |
| 6M | +180.1% | +23.1% | +157.0% | +156.0% |
| YTD | +284.1% | +44.2% | +240.0% | +228.9% |
| 1Y | +361.7% | +62.1% | +299.6% | +276.4% |
| 3Y | +15.9% | +121.1% | -105.2% | -17.2% |
| 5Y | -66.2% | +214.0% | -280.1% | -78.5% |
| All | +18.8% | +640.0% | -621.2% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling