+24.4%
TXG vs WCN
+92.1%
-67.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.3% |
| 7D | +9.4% | -0.4% | +9.8% | +9.6% |
| 30D | +26.1% | -2.1% | +28.2% | +27.6% |
| 3M | +124.8% | +6.4% | +118.4% | +114.4% |
| 6M | +215.2% | -3.7% | +218.9% | +216.1% |
| YTD | +302.2% | -6.4% | +308.6% | +310.3% |
| 1Y | +370.9% | -7.9% | +378.9% | +382.9% |
| 3Y | +38.5% | +20.8% | +17.7% | +13.7% |
| 5Y | -64.4% | +29.0% | -93.3% | -71.9% |
| All | +24.4% | +92.1% | -67.8% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling