+30.0%
TXG vs WCN
+88.1%
-58.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | +9.5% | -3.1% | +12.6% | +11.3% |
| 30D | +18.8% | -3.4% | +22.2% | +21.0% |
| 3M | +136.1% | +3.0% | +133.1% | +129.3% |
| 6M | +235.2% | -3.8% | +239.0% | +235.6% |
| YTD | +320.5% | -8.3% | +328.9% | +333.8% |
| 1Y | +425.2% | -9.7% | +434.9% | +443.8% |
| 3Y | +42.9% | +17.2% | +25.7% | +19.5% |
| 5Y | -62.8% | +25.3% | -88.1% | -70.3% |
| All | +30.0% | +88.1% | -58.1% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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